When viewing my stats for my web page..
What's the difference between direct request (#2) and the number one, three or four?

Hoping there's an internet guru that knows?
I have the web URLS on my sig. Which is coming from my sig?

1 2863 81.71% http://www.suthrnjewl.com/
2 318 9.08% - (Direct Request)
3 161 4.59% http://www.southernjewel.com/
4 60 1.71% http://www.suthrnjewl.com