Bumpmapping presents a way to increase a detail level without increasing the total polygon count. This technique relies on using normal maps applied to surfaces. Without this, each surface or polygon would have only one normal vector, and therefore, it would look like a flat surface. It uses the term mapping because in addition to the basic texture map, it uses another texture that represents a normal map. A normal map contains normal vectors in tangent space and can be encoded as simple RGB texture, where each color component represents a normal vector component. It makes the surface look rough with bumps.
Bumpmap textures usually consist of grayscale image, where dark areas represent lower regions and lighter areas represent a higher region. Such images need to be converted into colorful normal map. You can use NVidia Texture Tools for Adobe Photoshop or a normal map plugin for the GIMP image editor. There's even a free online tool to do such conversion called NormalMap Online...