Translation:Where is your son going with my daughter?
@Eshgoel2012 : die / meine Tochter = the / my daughter
The 'die' changes to der in the dative case. And the -r from the 'der' gets attached to the meine = meiner → meiner Tochter = my daughter.
EDIT 2014.10.31 : Take into consideration the comments below - and see this link too: http://german.about.com/library/blcase_dat.htm
For anyone who cannot use the link mentioned by Levi, this is the dative table.
M for masculine e.g. Meinem Sohn
R for feminine e.g. Meiner Tochter
M for neuter e.g. Meinem Mädchen
N for plural e.g. Meinen Geschwester
Edit: Oh my! I hadn't checked this thread in a long time and I didn't realize I had this many upvotes, thank you!
"Wohin" means (roughly) "where to". It's used for directions and movement, as with this sentence. "Wo" just means "where". It's used for a simple placement of something, without any actions. "Wo wohnst du?" means "Where do you live?" (static), whilst "Wohin gehst du?" means "To where are you going?" (dynamic).