Questions about a W9 form?

I ham a beneficiary of an inheritance and have been receiving money every 3 months since August 2008. The first amount was $13,000, the second amount was $2,700 and the third amount was $5,900. The lawyer in charge of the estate recently sent me a letter saying I needed to fill out the enclosed W9 form before the estate can be closed, and before I receive the rest of the money. What exactly does this form mean, and why did I never get one before now?