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(The following is from The Wikipedia bump mapping page)
Bump mapping is a technique where at each pixel, a perturbation to the surface normal of the object being rendered is looked up in a texture map and applied before the illumination calculation is done. The result is a richer, more detailed surface representation that more closely resembles the details inherent in the natural world.
Bump mapping has been appiled to the brick material to give it an almost 3D effect on the suface and grooves. Models in the source engine can do the same. Bump mapping can be applied to a range of materials such as water and clothing or to add texture to monsters. Antlions on Half Life 2 use bump mapping for their shell texture giving them a more natural insect-like effect.