Do a search for "progressive scan" and you will find many threads about this topic. They can expalin it a lot better than I could (and probably get it right too).
Progressive scan reduces flicker particularly of details containing thin horizontal lines such as venetian blinds.
Progressive scan makes it harder to see the individual scan lines that give you the feeling you are watching television as opposed to film.
Although HDTV is mostly not progressive scan, there are more than twice the number of scan lines which is an alternative way of reducing flicker and scan line visibility.
Progressive scan consists of drawing all of the scan lines, as opposed to just the even lines or just the odd lines, on every top to bottom sweep of the electron beam over the picture tube(s).
If your TV is not specifically intended for progressive scan, you cannot simply hook up a progressive scan DVD player and see the benefits of progressive scan, you will need a new TV.
More: http://members.aol.com/ajaynejr/vidprog.htm
John-e-s,
Take a look here for a quick start on progressive scan. Scroll down until you find progressive scan. There's a lot of other good info here too. Link Removed site really does the best job explaining PS with graphics and text.
HTH.
Edit: I see that JohnHN beat me to it (as I was trying to find that site!)