Surrogate Keys

Also known as meaningless keys, substitute keys, non-natural keys, or artificial keys. A surrogate key is a unique value, usually an integer, assigned to each row in the dimension. This surrogate key becomes the primary key of the dimension table and is used to join the dimension to the associated foreign key field in the fact table.

It is useful because the natural primary key (i.e. Customer Number in Customer table) can change and this makes updates more difficult.
Example:

On Jan 1 2010, Emp A belongs to Dept1, whatever sales made by this employee added to Dept1 but on June 1 2010 Emp A moved to Dept2. All his new sales contribution should be added to Dept2 from that day onwards and the old one should belong to the Dept2.

http://blogs.msdn.com/b/karang/archive/2010/09/29/slowly-changing-dimension-using-ssis.aspx