Megger inbuilted inside a dynomo which is used to energise 
the system. Which is used to find the Earth Resistance

Megger is used to find the insulation resistance .

megger is a device with a hand driven dc generator and 
direct reading ohm meter for testing the insulators in 
other words its resistance

Friends Megger is mfg. company which first find out the IR 
tester for the measurment of insulation resistance.

A megameter, or a Megger as it is commonly called, is used 
to measure the insulation resistance of cables and other 
electrical equipment. The measured value is in mega ohms. 
Hence the term Megger.
Most meggers generate 500 Volts DC supply, but their 
current capacity remains low. 
When the two terminals of a megameter is connected to 
across the equipment to be tested, the high voltage gets 
leaked into the equipment. The resistance is inversely 
proportional to the current flowing through the equipment 
under test.
  Originally, most meggers were analog in nature, and were 
generating high voltage using a dynamo, when the lever is 
rotated at high speed.
  Today most meggers available are digital, and can 
generate 500 volts as well as 1000V. Some meggers have 
winding resistance testing facility as well, and hence can 
be used as a single tool to test the resistance of a motor 
in ohms as well as in Megaohms.
  Meggers used for checking high resistance like that of 
mains transformrs, generate much higher voltages and are 
generally analog type.

Go through the contents of this link:

http://en.wikipedia.org/wiki/Megger