@Erika: thank you so much. I understand now :)

Anthony Goddard has explained this very well. I would add that "another" usually means the same thing as "one more". I can add another, and then another, and then another. It can also mean "a different one", as in, "I don't like this one. I want another one." This indicates there are more than two options available. "The other" always indicates the last remaining thing, usually one of two things. For example: I saw two girls I knew. One was my classmate, and the other was her sister. I went to talk to them and found out their mother had just had a baby, and now they had another sister. I asked them to have lunch with me, but they were busy, so we decided to meet another time. One strange exception to this: "The other day" sometimes means "a few days ago".

@Anthony: Thanks. Your explaination is very simple for me to understand :)

"the other" is for when there is only one other.

Another is used in this way. "Could you hand me another pencil?" In this sentence it is implied that you already have pencils and would like another one, a second or third pencil. The other can be used in this way. "Would you like to buy this car?" "No thank you. I would like to buy the other one." It is used to distinguish between two things. (ie not this one, the other one)