Steganography (I never could really spell it right I think so bear with me) is the art of hiding messages/files within images, movies, etc. As sysmin770 said they are hidden in plain sight but I believe you need a special key to view the hidden code or message. Correct me if I'm wrong here because I'm far from an expert on this topic.

I was looking on Google for a site that would give some good explanation to at least begin learning about Steganography. I liked this one the best: http://www.securityfocus.com/infocus/1684

I hoped this helped you out at least a little bit!