CSA, which stands for Community Supported Agriculture, is a system for helping farmers sell direct to consumers. Consumers pay at the beginning of the season, when the farmer needs capital most (for seeds, fertilizer and other seasonal startup costs), and receive farm raised goods later that year, typically on a weekly or monthly schedule. CSA programs are also called farm shares, because consumers are buying a share of the farm's production. There is also an element of risk sharing--the crop is poor, share members agree to receive less; the converse is also true--the farm produces a bumper crop, share members will get more.
There are a wide variety of CSAs available. In Colorado alone, I have found over 100 active CSAs, selling farm produced goods ranging from vegetables to meat to flowers to garlic to soap (the vast majority of CSAs, however, produce vegetables). Local Harvest, a nationwide CSA listing site, has over 4800. Share sizes can vary too--some farms sell only one size, while others have small, medium and large shares.
Once you've joined a CSA, you pick up your share once a week or month from the farm or another designated location. CSAs happen during prime growing season (in Colorado, they tend to run from June to October, but every type of share and farm is different).