Most web servers keep logs; most logs keep track of referring phrases. You can examine the log itself (not recommended, as it's very confusing) or you can run a log analysis program that will sort through the log and organize it in a comphrehensible fashion. I use Analog, though there are plenty of others out there.

If you don't have access to your server logs or the ability to install a log analysis program, you can pay a stats company (such as Site Meter) to do it for you. You have to stick their image on your page (usually in the form of a counter) and they use that to get your stats.