Shojo (少女) literally means "little female" or "little girl" in Japanese. The term is often used to refer to a type of Japanese manga, aimed at a young female audience between the ages of 10 and 18. Popular shojo comics include NANA by Yazawa Ai, Hana Yori Dango by Kamio Yoko and Hanazakari no Kimitachi e by Hisaya Nakajo. Subject matter in shojo comics varies, but a lot deal with romance of some kind and many are set in a high school.
However, there are 'darker' shojo comics around, which are aimed at an older audience. This may still be referred to as shojo in the western world, but is usually called josei in Japan.