| Power units for electronic appliances (such as computers, external drives, PDAs, cell phones) have the job of transforming the line voltage (AC, high) into something more fit for such sensitive gimmicks (DC, low).
However, there is a little problem: the line voltage isn't the same everywhere, but differs from country to country. The most common values (I'm not sure if there even are differen ones) are 220V, 230V, 100V, 110V. While nearly all appliances can tolerate a 10V difference, a jump of 100V can only be handled by a switching power unit. Such a unit is able to produces the same output voltage independant from the input voltage (see switch mode power supply for technical details).
Some appliances (usually the more expensive ones likely to be bought by businesspeople) have such a switching power unit and will work everywhere, requiring only a cheap power plug adapter. Others have only a normal unit and require a separate (expensive) transformer, otherwise they will not work or even be destroyed (most likely when used in a country with a higher line voltage).
Whether the power unit can handle different voltages should be specified in the appliance's manual, but external power units usually also have it imprinted directly. Such external units may also be substituted with a unit made for a different voltage (or a switching one) that has the same appliance-side plug, but be careful that the output voltage is the same!
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