UK Visa Application
In general there are 2 ways to make a UK visa application for immigration purposes:
1. 'out of country' application for entry clearance
2. 'in country' application to the Secretary of State (Home Office)
Out of Country UK Visa Application
An out of country visa application is made at the nearest embassy or High Commission. An Entry Clearance Officer will consider your application and make a decision. The Entry Clearance Office will also inform you and your rights to appeal the decision if believe that the ECO has made an error in judgement.
In Country UK Visa Application
An in country visa application is made to the Secretary of State's office - often referred to as the Home Office, or the UKBA (UK Border Agency). This sort of application is submitted to the UK office that deals with the relevant application but will always be acting as a representative of the Secretary of State.
A Home Office or UKBA caseworker will then consider the case and make a decision on the application. The caseworker will also inform the applicant of their rights to appeal the decision if the applicant feels that the caseworker made an error in his decision.
In both circumstances it is important to seek some legal advice as any mistakes recorded on your application (either intentionally or unintentionally) can affect any future UK visa applications. It is also important to check that you are indeed making the correct and valid application.