Hi,
A Plug-In is simply a .Net assembly that resides either on the CRM server or in the CRM database and fires when certain events happen in CRM i.e. Post-Create, Post-Update.
Here is a good starting point for learning what to do in order to achieve what you want.
http://msdn.microsoft.com/en-us/library/dd393295.aspxWhat exactly do you want to do here?
My guess is that you would create a Post-Create Plug-In for the entity you want to log changes about which in turn would connect to another database and write a create record. You would also create a Post-Update Plug-In that does the same thing to capture details about updates to your entity.
Give me a little more information about what you're trying to achieve exactly and I'll give you more precise instruction.
Could one of the moderators change this question to a CRM zone please?
Cheers,
MH