Hi Bill,
the Neutral Density (normally graduated) Filter is often a square plate of glass or plastic that slides over the lens (you normally have to have an attachment to fit to the lens to slide the sheet in). The ND grad is a sheet where it goes from see-through glass or plastic, with one end of the glass moving into a shade of light grey (normally fitted over the lens to match where the sky will go).
Here's the science bit

: every digital camera, or even a medium-format camera or large format camera, normally has a problem reading photographs of landscapes with large areas of sky, if the sky is not, for example, a medium or deeper shade of blue and you are shooting into that. This is because the human eye sees the equavalent of about 15 stops of light, the best camera only sees about 5 stops of light. Every camera reads tonal qualities in black & white when it reads the tone of a shot. On automatic settings, If you point a camera at the sky, you'll normally get a much 'darker' version of the sky, if you point the camera at the ground, you'll normally get a 'good' reading, because - for example - the tonal quality of a field of grass equates to a mid-grey, a range of bushes will read as mid-grey or sometimes the camera will lighten this because a range of bushes or forest will often be darker (i.e. tonal quality of dark grey).
So, the problem crops up that when you take a photo of a landscape which shows both sky and the ground, often the sky is 'too light' leaving you with either (a) a good photograph with the ground correctly exposed and the sky overexposed (the sky has a 'bleached' look), or (b) a good photograph which shows the sky correctly exposed and the landscape underexposed. Putting a ND graduated filter over the lens for such a shot means that the area of 'grey' on the filter
more or less covers the sky area so you get a better exposure for sky while the ground section of the landscape is correctly exposed.
As mentioned at the start, there are also times when you can get a great shot of a landscape and sky without a filter: (a) when the ground is covered in snow (i.e. the ground becomes much ligher in tone, and the sky probably matches the 'shadow area' of the landscape) (b) in photos with ground areas such as quarries, chalkhill areas or cliffs or sandy areas where the ground areas are much 'lighter' in tone because of the stone etc (c) when the tone of the sky is already quite a deep blue, so that the tonal quality is easier for the camera to 'shoot'.
If you look at magazines or good web images, pretty much anyone who is taking 'professional' landscape shots is normally using graduated Neutral Density filters, whether you realise it or not. I hope this makes sense.
Michael