ISI tracks citations from various sources. The bulk come from the 6650 Source Journals covered in Science Citation Index-Expanded. (You can browse and search a list of Source Journals by following the link next to the Cited Work search box.) In 2009 ISI added citation data from its Conference Proceedings Citation Indexes, which increased overall citation numbers.
If a citation to one of your papers is in a publication not covered by ISI, that citation will not be represented. Examples of citations not covered are those in: books, dissertations, patents, web pages, etc. On the other hand, it does not matter where the cited document appeared -- only where the citing paper was.
Why stop here? If your paper was published before 1965 and you mark the desired entries and click FINISH SEARCH, you will probably retrieve a smaller number of citations. The Index entries reflect the totality of the Web of Science database, including the Proceedings indexes and SCI records back to 1900, while the actual search results include only those from our subscribed portion of Science Citation Index, i.e. from 1965 forward. If you do choose to finish the search, don't use the SELECT ALL option -- this will eliminate "duplicates" and will also result in a lower count.