What do data integrity and confidentiality in a signed e-mail mean?

Digital Signatures protect the integrity of the data - so you know that the message you read has not been changed or altered, either accidentally or maliciously. Technically speaking, a Digital Signature includes a hash of the overall document being signed. Any change to the document after it is signed would invalidate this digital hash. The confidentiality of the data is achieved by using the recipients 'public' key in order to encrypt the message.