The Coriolis effect is the appearance that an object is travelling on a curved path when in actuality it is travelling a straight path through space. It has to do with your frame of reference. The most common example is throwing a ball while on a merry-go-round. In that case, your perception is based on your position on the merry-go-round. It will appear, to you, that the ball curves to one side or the other (depending on your direction of rotation) when you throw it. But to an outside observer, the ball travels a straight line while you are the one curving (aka rotating).

Another way to picture it is to imagine that you are on the spinning merry-go-round and there is a pole on the ground at the outer edge of the circle. Now imagine that you are facing the pole and standing at the center of the merry-go-round. You through a ball directly at the pole. Now, ignoring the fact that there is a merry-go-round there, the ball will travel a straight line from you to the pole. However, since you are on the merry-go-round and are spinning the pole will appear to trail off to the right (or left depending on direction of rotation) and the path of the ball will appear to continue to curve towards the pole from your perspective. Keep in mind that from your perspective the merry-go-round is stationary and the world is rotating beneath it.

There are some decent videos demonstrating this.

http://www.youtube.com/watch?v=Wda7azMvabE

http://www.youtube.com/watch?v=mcPs_OdQOYU