Usually understeer refers to the case where you are skidding the front tires. That's extreme understeer, it can be caused by braking hard, accelerating hard, turning too suddenly as aiken says or other traction issues.
However understeer is actually any situation where the metal of the front wheels is turned more than the car is turning. Due to normal distortion of the tyre wall during cornering that doesn't necessarily mean that the tyre is skidding.
Modern cars commonly have relatively stiff front suspension spring rates. This causes progressive understeer which is generally believed to be safer for most drivers. Understeer is also affected by tyre pressures, weight distribution of the car and suspension geometries. Additionally, cars will understeer more downhill due to weight transfer. High performance cars generally understeer less and may even allow you to adjust it.