The word "steganography" came from two greek words: "steganos" which means covered/hidden/protected and "graphei" which means writing/information. It simply means hidden writing or information known only to the sender and to the recipient.
Steganography is very different from cryptography. The latter used encryption which will raise suspicion to anyone while the former simply used a plain picture, music, document, video, or program unaware to anyone of its hidden info.
Here are some of the videos for you to know and learn how to use Steganographic tools to hide pertinent infomation in picture, sound, and other media files:
As you can see, there are different methods to accomplish digital steganography. A detailed studies on steganoraphy can be found in the following links:
Today you can really say that "there's more than meets the eye" that's why from now on beware and be aware that not every picture that you see, not every sound or music that you hear, not every video that you watch, not every document that you read, etc. are just that... Think and be enlightened!