dido's write-up is correct except in saying that:
"If more than one fission is caused on the average by another fission, that mass is called supercritical, and this generally results in an explosion such as that of an atomic bomb. Fortunately, the conditions for such a runaway nuclear chain reaction to occur are only present in highly enriched uranium or plutonium; even uranium fuel rods are only sufficiently enriched to provide at most a critical sustained chain reaction."
In accordance with the rules of neutron multiplication, the number of neutrons in each successive neutron generation will increase only when the reactor is super-critical. Thus, one cannot increase power in a nuclear reactor without being super-critical. (Well, technically, one can due to subcritical multiplication, but not very much.) If nuclear reactors were as described above, then they could only ever remain at a constant power or decrease in power, never being able to increase. It is a common misconception that being super-critical is a terrifically bad idea, when in fact the ability to be super-critical is fundamentally necessary to the operation of nuclear reactors. Super-critical does not mean run-away.