What is the difference between RANK() and DENSE_RANK()

What is the difference between RANK() and DENSE_RANK() function in SQL Server 2005/2008

RANK()
Returns the rank of each row within the partition of a result set. The rank of a row is one plus the number of ranks that come before the row in question

DENSE_RANK()
Returns the rank of rows within the partition of a result set, without any gaps in the ranking. The rank of a row is one plus the number of distinct ranks that come before the row in question.