Always send a covering letter with your CV.
A good covering letter will comprise of three paragraphs:

Paragraph 1:
Say where you found out about the job and give a brief self-introduction including a description of your career objectives.

Paragraph 2:
Highlight why you are the right person for the job by giving a short description of your education, relevant qualifications and skills (don't rewrite your whole CV).

Paragraph 3:
Finish off by indicating your salary requirements and your telephone number/ e-mail address.

• Tailor each letter to the position you are applying for (generic letters will be identified immediately by the reader).
• Thoroughly check your spelling and be particularly careful when spelling the name of the person you are sending your application to and their company name.
• Say that you are willing to relocate if the job you have applied for is not easily accessible from where you live.
• Never be derogatory about current or previous employers.
• Keep copies of all the covering letters that you send.

Not only is this a good way of keeping a record of which jobs you have applied for, you can also refer to the letter if you get called for an interview.