A Digital Object Identifier is a code which uniquely identifies a digital document (such as an article in a magazine) without saying anything about where to find it. Thus, it is both better than a URL (in that it never breaks) but also worse (in that it doesn't itself get you any closer to the document).
DO Is are made useful by the existence of a database which turns them into URLs. Since this database can be updated when a document is moved, broken links are avoided. This database can be accessed via a web front-end at <http://dx.doi.org/> or via the magic of Twic I, using a DOI URL (if you'll excuse the term) like <doi:10.1073/pnas.252535999>.
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