Ok, so Canada elected a conservative government again, meaning that the Conservative Party of Canada
(a merger of the former right-centre Progressive Conservative Party and far-right Canadian Alliance) won more seats than the other parties. However, they did not win more than all other parties combined, which means that they have a minority government. In such a parliamentary system, the Prime  Minister is the leader of the party who won the most seats, although his party may still be a minority in parliament.

There is now talk of a coalition government between the left-centre Liberal Party and the left New Democratic Party.  Together, these two parties still would not have more seats than the Conservative Party, but with the support of the Quebec-only Bloc Québécois, they could be given the chance to govern.

There is some talk on the news and on forums that such a move would be undemocratic since the Conservative Party was elected and has a clear mandate from the people. What do Canadians want? Here are the data from the recent election (via Wikipedia).

(I don't know why it insists on putting the table so far down the page.)
Party Orientation Seats Votes Popular %
Conservative Party of Canada Right 143 5,208,796 37.65%
Liberal Party of Canada Left-centre 77 3,633,185 26.26%
Bloc Québécois Left-centre 49 1,379,991 9.98%
New Democratic Party Left 37 2,515,561 18.18%
Green Party Far left 0 937,613 6.78%

Conservative Right 143 5,208,796 37.65%
Liberal + NDP + Green Left 114 7,086,359 51.22%