A Rhetorical question is a question that really doesn't have or expected to have an answer. It is a question that makes people think and/or persuade people to believe in what the person asking the question in trying to get a point across.
Rheada is correct in that rhetorical questions aren't expected to be an answer. They are more to provide emphasis than actually acquire information. However, they aren;t necessarily meant to make people think. For example, if you said "My screen name is Photoshotme2>" and I responded, "You don't say?" I don't expect you to answer my question, it's rhetorical. But it's definitely no somethingtrying to persuade you, make you think or get a point across. Some questions that have no answer are meant to be silly or make you think like "What the sound of one hand clapping?" It's not rhetorical, but it doesn't really have an answer. I'm not sure these questions have special names.