Sitemaps

Providing search engines with an up to date sitemap will automatically let the search engines know when you have updated your website.

Each search engine requires different protocols so you will need to check with each one and submit your sitemap according to their specifications.

Sitemaps also provide your site visitors with an easy way to find their way around your site. Make sure you provide a usable sitemap and it's also helpful to provide a description of each page as well as the link to that page.

Some site building software will generate the sitemap for you, while others you will have to build yourself. Either way, it's important to provide this valuable tool not only to the search engines, but your visitors.

Simply put a Sitemap is an XML file that contains a list of all the urls within your website.  This XML file allows webmaster's an easy way to let the search engines know when you have updated your site.

Your Sitemap allows the search engines to crawl or spider your site efficiently.

Google

Google offers a variety of Webmaster tools that will be very helpful to you as well as help you to learn what is necessary for your website to be successful and keep you up to date on your sites visibility.  You will also have access to detailed reports provided by Google.

To access Google's Webmaster Tools you will need to have a google account which is very easy to set up.  These tools are offered without charge.

Yahoo

Yahoo also offers sitemap inclusion to aid your site in the indexing process. Using Yahoo's Site Explorer you will add your website to Yahoo's index and then verify your site by adding a piece of code to the site.

Once your site is verified, others will be able to explore your site using Yahoo's Site Explorer.

MSN 

Currently MSN does not have the facilities to submit a sitemap, however most search engines are capible of finding your xml file of your sitemap as they crawl your site.