A hijab is a headscarf and covers the woman's hair but you can still see the face.
http://www.flickr.com/photos/21017270@N0...
There is also the niqab which is a long tent like dress where the entire face is covered apart from the eyes, like this:
http://www.themuslimwoman.org/images/niq...
The burqa is a variation of the niqab but it has a netting around the eyes.
http://lonestartimes.com/images/4_8_burq...
These items of clothing are worn by Muslim women. Some have to wear a burqa, others can opt for the niqab, some for the hijab, some don't wear either niqab or hijab it just depends on how conservative they are and also which country they live in.