I got it with my digital camera but I don't know what it is. What is is for?
From the description you've given, it's probably for connection to a computer to read the card without using up the camera's power; simply connect the reader via USB to the computer, remove the card from the camera and insert it into the reader. You can then access the card as if it was a drive on the computer.
You can use that card reader with your camera if your camera uses SDHC, SD or MMC type memory cards. Using a card reader will allow your computer to mount the card as an external drive, making it simple to download your photos without needing special camera drivers.
