Probably what terri is referring to is the 3M Command Strips, It uses interlocking fasteners with an adhesive that adheres firmly to a flat surface, yet removes cleanly without damaging the wall.
Picture Hanging
You can buy them about anywhere, Walgreens, Walmart, Office Max, etc..
I also have heard of people using heavy duty velcro, which can be peeled and stuck to the wall and picture. I would use the 3M fasteners over the velcro, because the sticky left behind on the velcro can be a pain, and it also could remove some of your wall finish.