Jverona: The one major difference between CD and SACD is that the sampling rate is much, much higher on SACD. Whether that actually makes a difference in sound is open to question, however. If you search around, you'll find a lot of technical answers to your question; most of these answers will be wrong. The truth is, no one knows for sure how, or even whether SACD as a *technology* makes a difference.
A lot of people think they sound better, of course, but at least part of that has to do with the fact that older recordings are remastered for SACD, and these remasterings are often an improvement over the cruddy initial CD releases. (This problem crops up even on hybrid SACDs, where the CD and SACD layers are mastered differently.) How much of the difference is in the mastering, and how much in the technology? No one can honestly say.
Of course, even if all the difference is the result of better mastering, that's reason enough to get into SACD. When it comes to sound quality, mastering counts for a lot.