Transaction fees for transfering BITCOINS  -- WTF

I have been testing transfering BITCOINS from web based to my wallet client. However I have noticed that if I try to transfer from my wallet client to a web based site the local wallet client prompts me for a "Transaction fees"

WTF... i understood the concept behind BITCOIN was FREE. 

CAN someone explain on a BASIC LEVEL... i do not need buzz words in the explain. why a fee