When you hear someone talking about "cycling" a tank, they are referring to taking a sterile filter through the process of becoming a working "biofilter". "Filter bacteria" convert Ammonia and Nitrites ( deadly poisons to fish ) into Nitates that are much less toxic to your fish. You need an operational filter in order to keep your fish alive, otherwise the Ammonia and Nitrite contents become higher than the fish are able to survive. This question needs a more detailed explanation than we can provide here, so please go to this Article linked below.
http://article.discusnews.com/cat-01/bio-filtr.shtml