Checkmate is a game position in chess in which a player's King is in check (threatened with capture) and there is no way to remove the threat. Checkmating the opponent wins the game.
In chess, the King is never actually captured - the game ends a soon as the King is checkmated. In master and serious amateur play, most players resign an inevitably lost game before being checkmated, and it is considered bad etiquette to continue playing in a completely hopeless position.
If a player is not in check but has no legal move, then it is a 'stalemate' and the game ends in a draw...but then again...that is a a totally different Geo Cache you must look for :)
Congratulations to DCBRJ on the FTF!