From the Wikipedia article about series and parallel circuits:
As an example, consider a very simple circuit consisting of four light bulbs and one 6 V battery. If a wire joins the battery to one bulb, to the next bulb, to the next bulb, to the next bulb, then back to the battery, in one continuous loop, the bulbs are said to be in series. If each bulb is wired to the battery in a separate loop, the bulbs are said to be in parallel. If the four light bulbs are connected in series, there is same current through all of them, and the voltage drop is 1.5 V across each bulb, which may not be sufficient to make them glow. If the light bulbs are connected in parallel, the currents through the light bulbs combine to form the current in the battery, while the voltage drop is 6.0 V across each bulb and they all glow.
So with the classic resistor example, why is it that when the voltmeter is put over the resistor it shows a lower voltage? Shouldn't it show the same voltage as the supply?