Is there a way to know the previous page url in their browser for incoming visitors to our site. Just say before I type webmaster-talk.com, I was at www.yahoo.com.

So how can I know this guy is coming from www.yahoo.com or click from a link in a certain URL?

Also, can I know the keyword e use in SE that lure him to my page?

Is there any fast and simple way I can code to grapthis info?

  Dim Page_Referrer
  Page_Referrer = Request.ServerVariables ("HTTP_REFERER")

That's how you get it in ASP. Not sure about other languages, though.

Why don't you just use some free statistics, like http://www.phpmyvisites.us/ ? Bear in mind, that HTTP_REFERER won't tell you anything if the user has been redirected to you using JavaScript or some other non-html and non-PHP redirection method.