In legal terms, a "base-born" child, or bastard, is someone whose parents were not legally married at the time of their birth. A person whose parents were married when they were born were considered legal childen, or "true-born." Since the inheritence laws of Westeros are built around inheritence by birthright, it became neccesary to distinguish a nobleman's legal childen from his illegal children.
Therefore, all bastards of noblemen in Westeros are given a special surname to reflect that they are baseborn, and to distinguish them from someone's legally-born children. Bastards with no known relation to a noble house have no surname, like other smallfolk.
As far as why it's specifically "Snow," custom decrees that bastards are given a surname based on the region in which they are born. The names generally reflect the geography of the region. For the North, it's "Snow." Parents may give a bastard a different surname if they choose, however.
It's interesting to note that "natural childen" (a polite way of saying "baseborn") are given "natural names."
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