Can anyone explain to me exactly what A Shaman is and what they do?

A shaman is the Native American term for a medicine man, i.e., what we call a doctor. While a chief held ultimate authority over a tribe, a shaman had an almost mystical aura about him.
He would use a combination of applied science and spiritualism to address the multiple issues facing a tribe.
Aside from health, he was also looked upon to bless a hunt, select resources for the tribe, et cetera.

Shamanism refers to a range of traditional beliefs and practices that claim the ability to diagnose and cure human suffering and, in some societies, the ability to cause suffering. This is believed to be accomplished by traversing the axis mundi and forming a special relationship with, or gaining control over, spirits. Shamans have been credited with the ability to control the weather, divination, the interpretation of dreams, astral projection, and traveling to upper and lower worlds. Shamanistic traditions have existed throughout the world since prehistoric times.
Even more at the link!

A shaman is a healer. They heal the ailments of people who are physically sick when the source of the sickness is a spiritual one.

Shaman originally referred to the traditional healers of Turkic-Mongol areas such as Northern Asia (Siberia) and Mongolia, a “shaman” being the Turkic-Tungus word for such a practitioner and literally meaning “he (or she) who knows”.
Initiation and learning
In Shamanic cultures, the shaman plays a priest-like role; however, there is an essential difference between the two, as Joseph Campbell describes:
“The priest is the socially initiated, ceremonially inducted member of a recognized religious organization, where he holds a certain rank and functions as the tenant of an office that was held by others before him, while the shaman is one who, as a consequence of a personal psychological crisis, has gained a certain power of his own.” (1969, p. 231)
A shaman may be initiated via a serious illness, by being struck by lightning, or by a near-death experience (e.g., the shaman Black Elk).”

Hope this helps!It’s one of the more accurate sites out there.
http://www.faeryshaman.org/shamanfaq.htm

Unfortunately, there is no easy answer, nor a good web site for your answer. The best one I found is this one: http://en.wikipedia.org/wiki/Shaman.
A shaman is a kind of mystic, a person who connects with the ancestor spirits or gods in order to heal, protect or lead in a spiritual way his tribe or group.

I’ve met three, two women, one man, all Native American. The first described herself as a half-breed and had a “New Age” social based way of interacting. The other from the Sierra Foothills was focused on healing in her own community (took care of alergic reaction I was having that Kaiser couldn’t solve. The man, from 4 corners, was also a revered elder and was in touch with alternate realities. Very dignified.

World of Warcraft will answer all your questions about these people.