All songs I've done have some level of "dynamic range compression". Essentially, it's process that evens out the volume level of your song throughout and makes it sound consistently loud. Below are a few examples from commercial music...
Very little (or no) DRC:
OMG, extreme DRC:
Without DRC, there are sections of the song that will be considerably quieter than other parts; the song is more "natural" sounding. With DRC, the song is constantly loud and is great jam for parties, exercising, or driving.
Obviously, ballads and non-pop songs use minimally or no DRC. Pop and hip-hop songs use tight DRC while heavy rock genres use extreme DRC. Surprisingly, techno & trance music uses minimal-to-average amounts of DRC.
You can apply DRC to your songs with just about every audio and music program and some (like FL Studio) have it on by default.