This is usually the symptom of a dead battery. Has the car been sitting for a long time without being driven? Or did you leave the headlights or interior lights on?
Try jump starting it (see owner's manual for instructions) and drive it for a while to charge the battery. (I usually find that 30 minutes or so of driving is sufficient; make sure not to switch off or stall the car during this time.)
If it keeps happening, your battery may need to be replaced; an auto parts store can test your battery, and if necessary, sell you a new one and help you install it. If the battery is okay, there could be a problem with the alternator or some other piece of the battery charging system; a mechanic can help with that.