That's a function of the server.
What type of server is your site hosted on?
Most server accounts come with some sort of web masters interface or control panel
which has a function to review your server logs, visitors, etc...
Google Analytics is popular for collecting information. You just need to put
some code on every page and it will start tracking visitors http://www.google.com/analytics/
Sitemeter is another popular one if you are looking for specific information
on every visitor http://www.sitemeter.com
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