In addition to configuring the robots.txt file in the web server root directory, you can within the page specify pages which should NOT be indexed (put this within <>'s):
meta name="ROBOTS" CONTENT="NOINDEX, NOFOLLOW"
This can be helpful if you have a non-relevant page that ranks well and throws users off. For example, a disclaimer page that has many links and ranks highly, but is not something helpful to your SEO campaign.