A small aperture refers size of the hole.
I think Answerprancer means what was called Aperture Priority versus Shutter Priority. If you set the aperture yourself (aperture priority) using a small aperture, the camera will compensate by using a slower shutter speed so that the same amount of lights gets in. If you set the shutter speed yourself (shutter priority) to say, a fast one, the camera will open up the aperture to let the same amount of light in. If you have the camera on automatic you won`t have to worry about it. If you have the camera set to manual, you set both the shutter speed and the aperture. The smaller the aperture, the greater depth of field.