Depending on your topic / vertical and your geographic location the search engines may have vastly different search volumes. The tool can only possibly offer approximations. Exact search volumes are hard to find due to vanity searches, click bots, rank checkers, and other forms of automated traffic. Exceptionally valuable search terms may show far greater volume than they actually have due to various competitive commercial forces inflating search volumes due to automated search traffic.
In a nutshell, Long Tail Pro helps you quickly find keywords in bulk based on a seed keyword that you input.  In addition to returning hundreds of related keywords, the tool also shows search volume (monthly search volume), advertiser bid, number of words, rank value, and my favorite Keyword Competitiveness (helps you judge the competition and keyword difficulty).