The SQL OVER() clause – when and why is it useful?

    USE AdventureWorks2008R2;
GO
SELECT SalesOrderID, ProductID, OrderQty
    ,SUM(OrderQty) OVER(PARTITION BY SalesOrderID) AS 'Total'
    ,AVG(OrderQty) OVER(PARTITION BY SalesOrderID) AS 'Avg'
    ,COUNT(OrderQty) OVER(PARTITION BY SalesOrderID) AS 'Count'
    ,MIN(OrderQty) OVER(PARTITION BY SalesOrderID) AS 'Min'
    ,MAX(OrderQty) OVER(PARTITION BY SalesOrderID) AS 'Max'
FROM Sales.SalesOrderDetail 
WHERE SalesOrderID IN(43659,43664);

I read about that clause and I don’t understand why I need it.
What does the function Over do? What does Partitioning By do?
Why can’t I make a query with writing Group By SalesOrderID?