The curvature of space is how we can have a universe that's finite, but without a "border". (What exactly would be on the other side of this "border", anyway?!)
For a simpler 2d analogy, imagine just the surface of a globe. Let's say you're in London and you try to draw a map of everything around you. You're too small to be aware of the curvature; you just take a look at what's there in a particular direction, and then plot it on the map...

Doing it on a bigger scale:

And going out further still:

See how Antarctica appears above as well as below in this pic - it shouldn't be too surprising that if you start heading north from London and go far enough you get to Antartica eventually

This map can be made as big as you like; there is no edge to it. So there you have it - a 2d "universe" that extends forever, but only has a finite amount of content.
[The reason I made this map was that I thought it would be better than trying to illustrate the idea using a globe in 3 dimensions. Having the extra dimension just confuses things. I guess it should be possible to do something similar and make a 3d model of the actual universe...hmmm]
At least its relevant though I suppose and much better than stupid answers about multicoloured dots. I really don't know what's up with some people.