Sorry, Peta... Nobody addressed your question. I'll take a stab at it.
The 'burr' is a thin line of metal that is created when you sharpen only one side of the blade at a time. It's sort of 'metal that is bending up over the edge' so to speak, and you'll find it on the opposite side of the edge from the one you are grinding down with your sharpening stone.
Burr with me for a minute...

Imagine that you sharpening the side of a triangle. let's call the faces of this triangle 'A' and 'B.' You are sharpening the 'A' side. You have this 'A' side of the triangle laying flat on your stone and you're rubbing it back and forth. You aren't turning it over. You're just working on one flat side. After a while, this 'A' side will be as flat as the stone, and there will be a small, very thin, upturned metal "burr" on the 'B' side of the triangle, right at the thin edge, even though you haven't done anything to that side. Often this 'burr' is so small that you can't really see it. You can, however, feel it. Especially if you use your fingernail, dragging your nail
from the spine of the blade down across the edge. (Do NOT drag from the point to the heel along the edges. That is called 'cutting your finger' and is not a good thing.) It's as if you have been pressing a thin edge onto something hard causing the edge to roll over... but of course, this burr isn't caused that way.
When sharpening, especially with a clamp device, it's common to do one side completely, and then switch to the other side. You scrub one side of the blade (the 'A' side of the triangle) until you create this burr along the entire length of the blade on the 'B' side. THIS IS IMPORTANT! Be sure that you can feel the burr
all along the edge, but always check it by
dragging your nail from spine to edge. Just do that a lot of times. Once you have a burr all along the edge, switch to the opposite side (the 'B' side of the triangle) and do it all over again, raising the burr (which will now occur on the 'A' side.) When you have the burr again, it's time to go to the next higher grit stone and repeat the process. By the time you've reached the really higher grits, you won't be raising a burr any longer though. In fact, I'd say that I stop feeling them around 600 grit, but continue on to considerably higher grits using less strokes and less pressure.
I hope this was clear. I tried to make an ASCII picture but I couldn't figure out how to do it.
Stitchawl