Basically a Widow, in typography, is when the last line of a paragraph appears at the top of the following page and an Orphan is the first/opening line of a paragraph appears at the bottom of a page and the rest of the text appears on the next page.
See also...
http://en.wikipedia.org/wiki/Widows_and_orphans
EDIT: Oops, looks like Zelda beat me to it.