Four of the dimensions are the usual four of spacetime. The six (or perhaps seven) extra dimensions are rolled up to be almost unobservable.

First, let's see why they exist at all. If N=8 Supersymmetry is correct the universe must be 10 or 11 dimensional. Let D be the actual dimensionality of space time. Let d be the apparent dimensionality. (We know d = 4, but let's think generally.) Then there is a nice relation between D, d and N.

[math]N * 2^{|d/2|} = 2^{|D/2|}[/math]

It follows from the number of spinor dimensions required by the Dirac equation, which is [math]2^{|D/2|}[/math]. The ||s mean round down to the nearest whole number. So plugging in d=4 and N=8 (which is the highest value N can have) we get D = 10 or 11. String theory has D=10, M-theory has D=11. One dimension is reserved for time, leaving space with 9 or 10 dimensions. We don't see 6 of these extra dimensions because - we assume - they are rolled up a la Kaluza–Klein theory into a 6 dimensional Calabi–Yau space.

That leaves one dimension left over, the dimension of The Bulk, which comes from M-theory, which is beyond me.