its called a slide, inventively enough. and yup, you use it to slide from note to note. pretty simple, but difficult to master. they're available from most music stores for a couple of quid or dollars, but you can make your own from e.g. a beer bottle.
one thing to remember is not to push down on the strings too hard - you don't want to fret the notes you're playing with a slide. you might also want to either use your remaining fingers to dampen behind the slide, or a rag loosely tied around the neck of your axe close to headstock. this prevents 'ghost notes' but some people like the sound of ghost notes, so they don't bother with the dampening.
you do have to be pretty precise with your picking hand though, dampening the strings you're not playing.
there's a bunch of info in the Slide and Alternate Tunings section of this forum.
hth
There's a ton of old blues with open tuning slide. Early Muddy Waters, Robert Johnson, Son House, Bukka (Booker T.) White, Elmore James, Howlin' Wolf (whose guitarist was Hubert Sumlin), Blind Willie Johnson, just to name a few.
Foghat's Rod "The Bottle" Price was a great slider!
Joe Perry likes to slip on the slide now and then on Aerosmith's stuff. Rag Doll comes to mind. Actually I hear slide all the time when I have the "classic rock" station on. If you want to cover that stuff, you need to be able to slide.
"A cheerful heart is good medicine."
