So you've got a shiny new feature in your application. Maybe it's a new button, or a new context menu item. You get your new build, load it up, and click the button. It works - Huzzah! Test passed, move on to the next feature!
Whoa, slow down there, chief. You've verified that the feature works in isolation, but how will your end users be using this button? Will they be clicking this button all by itself every time? Chances are there's a whole workflow that this button will be involved with, and you need to make sure you understand what that workflow is. So figure out what your users are going to do with this feature, and how they're going to do it. What other steps will they be performing before using this feature? What options could they set that would impact how this feature behaves?
Only when you have a good grasp on how the new feature will actually be used can you say whether or not it's working properly. Design your test cases to reflect real world behavior, and your application will be much more solid when it ships.