Well when programming you usually have two things (to simplify things), functions and routines. Routines are little bits of code which are executed whenever you call the routine.
For example,
routine doPrintStuff()
print "stuff!"
Now everytime you call doPrintStuff() it will print "stuff". You don't expect doPrintStuff() to "return" a value back.
However, if you had a function such as:
function computeSum(integer a, integer b)
integer total = a + b
return total
You expect the function to give back a value. So you can do this, print ( computeSum(5,4) ), and you expect 9 to be printed. You wouldn't, on the other hand, try print ( doPrintStuff() ), because doPrintStuff doesn't "return" a value. I hope you get what return does from the context and this discussion.