If you roll a 6 when rolling to wound (only in close combat and shooting) you will cause a critical hit, which counts as 2 hits with no armour save. In addition, if the attacker normally needs 6s to wound his target, he cannot cause a critical hit. His opponent is simply too tough to suffer a serious injury at the hands of such a puny creature!
Each warrior may only cause one critical hit during each Close Combat phase (see the Close Combat section for more details), so if he has several attacks, the first 6 rolled to wound causes a critical hit.