A Horcrux is a dark magical object used to attain immortality. Rowling uses the character of Horace Slughorn's expository dialogue to reveal that the creation of a Horcrux requires one to commit a murder, which, as the supreme act of evil, "rips the soul apart."
After the murder, a spell is cast to infuse part of the ripped soul into an object, which becomes the Horcrux. Both inanimate objects and living organisms have been used as Horcruxes, though the latter are considered riskier to use, since an organism can move and think for itself. There is no limit to the number of Horcruxes a wizard can create. However, as the creator's soul is divided into progressively smaller portions, he loses more of his natural humanity and his soul becomes increasingly unstable.
Horcruxes are extremely difficult to destroy. They cannot be destroyed by conventional means such as smashing, breaking, or burning. To be destroyed, a Horcrux must suffer damage so severe that repair through magical means would be impossible. Very few magical objects or spells are powerful enough to achieve this. Once a Horcrux is irreparably damaged, the fragment of soul within it is destroyed. A Horcrux can be magically undone only if the creator goes through a process of deep remorse for the murder committed to create the Horcrux. The pain of this remorse is so excruciating that the process itself may kill the creator.
Basically saying, Voldemort made, I think, 7 horcruxes and they are what make him immortal. He cannot die unless all these horcruxes are destroyed.