As udit said there are two kind of sub-manifold "immersed submanifold" and "embedded submanifold". As far as I know this distinction plays a big role in Lie Groups since the theorem that a close subgroups of a Lie group is a again a Lie group is given with immersed manifold and not with embedded manifold.
Anyway to explain a little bit clearly whats going on: if $M$ and $N$ are manifolds and $F$ an injective map between them, then you have just one topology and smooth structure that make $M$ and $F(M)$ diffeomorphic. In this case you have an immersed manifold. If it happens that this topology and smooth structure is the same topology induced by $N$ over $F(M)$ (since $F(M)$ is inside $N$ ) then you have an embedded manifold.
Exemple 1 (immersed and embedded): F is the map between $\mathbb{R}$ and $\mathbb{R}^{3}$ given by $$F(t)=\left(\cos2\pi t,\,\sin2\pi t,\,t\right)$$
Exemple 2 (immersed not embedded). F is the map between $\mathbb{R}$ and $\mathbb{R}^{3}$ given by $$F\left(t\right)=\begin{cases}
\left(\frac{1}{t},\sin\pi t\right) & \mbox{por ${1<t<\infty}$}\\
\left(0,t\right) & \mbox{por ${-\infty<t\leq1}$}
\end{cases}.$$