Imagine for a moment that you have just started converting a movie file to another format. You hit the button marked 'Go' and wait. Then you wait some more. You go to the restroom, brew a new pot of coffee, get the mail from the box, confirm that mullets are still out-of-style, and come back to wait some more. You're sure you clicked the button, but nothing seems to be happening. Did something go wrong? Only after some snooping around with a file manager do you find out that everything is OK. You didn't know what was happening because the program didn't tell you what it was doing.

Good software keep the lines of communication open. Good feedback just means making sure that the user knows what your program is doing at any given time, especially if the program is busy doing something which makes him wait. CD and DVD burning programs tell the user how much is left before they are finished making a CD or DVD. File management programs tell how many files are left to copy or move. Web browsers animate a little icon while they download a web page. Users have a natural tendency to think that if nothing seems to be happening, then the program is probably frozen. Making sure that the user knows your program is hard at work puts his mind at ease.