Usually, an HIV test doesn't test for presence of the virus itself; it tests for the antibodies your immune system develops in response to infection. The "window period" is the span of time between contracting the virus and the presence of detectable antibodies, which can be up to 6 months in some cases (though it's usually shorter). During this period, a person will test negative for HIV even though he or she is infected with the virus (and, worse, is contagious).

Newer tests have been developed that test for presence of the virus's RNA, shortening the window period to about 21 days (if I recall correctly), but they are more expensive and much, much less widespread.