SQL Server :: Description About Working Of OVER Clause

I have created the folowing stored procedure and it is working fine... I have used OVER clause in the query written in the WITH block. Can some body provide description about working of OVER clause and why I need to use it with the ROW_NUMBER() function.

CREATE PROCEDURE SelectOrder
@PageIndex INT,
@PageSize INT
AS
BEGIN
WITH Order AS
(
SELECT ROW_NUMBER() OVER (ORDER BY OrderId DESC)
AS Row, *
FROM Orders
)
SELECT *
FROM Order
WHERE Row between (@PageIndex - 1) * @PageSize + 1 and @PageIndex*@PageSize
END