SSE technology is an implementation of the SIMD concept that was introduced with Pentium III processor. All processors released after this have this technology.
SSE is a new instruction set containing 70 new instructions capable of manipulating several small data chunks at the same time. The difference between MMX and SSE is the fact that MMX only handles integer numbers (using 32-bit registers) while SSE handles floating point numbers (128-bit registers). SSE-enable processors have eight new 128-bit registers, called XMM0 thru XMM7. SSE uses 128-bit registers but the instructions can handle floating point numbers of up to 32 bits. So it is possible to handle four 32-bit floating point numbers with a single instruction, for example (32 bits x 4 = 128 bits).
To use this technology the processor must be SSE-enabled and the program must be compiled (i.e. written) to use these new instructions.
Before Pentium III was officially released this technology was being called KNI (Katmai New Instructions).