Natural resources are usually either renewable or non-renewable. The former refer to those resources that can renew themselves in time. These include living resources like forests or non-living ones like wind, water, solar energy. Wikipedia has more on renewable energy.
Non-renewable resources, as the name implies, are those that can no longer be tapped once the available stock at a site is exhausted. Once we use them, there isn't any more. Mineral resources are non-renewable. Fossil fuels, which are formed from the fossilized remains of prehistoric organisms, are also considered non-renewable even though they can renew themselves given a few million years. For more on fossil fuels and why they are so-called, try this site.
Fossil fuels currently account for about 90 percent of the world's energy consumption. They provide around 66% of the world's electrical power, and 95% of the world's total energy demands, such as, for heating, transport, electricity generation and so on.
Our consumption of fossil fuels has nearly doubled about every 20 years, which is quite an alarming statistic, given that their levels are running dangerously low. Here is what Wikipedia has to say about fossil fuels. Also check out Encarta's fossil fuel section.
Natural renewable resources, such as wind and water, have been used throughout history, and till recently were a predominant energy source. In many developing countries, biomass remains the primary energy source for much of the population.
Renewable sources have the advantage of producing lower emissions of carbon dioxide, and reducing reliance on fossil fuels. For more on renewable energy and for a list of related links, try Enviroliteracy.org's page on renewable energy. For a comprehensive resource on the future of water and its role as a renewable resource, try this.