Why is said that strange attractors are fractals? I've been looking at the Roessler attractor and doesn't seem a fractal to me

I believe that is because the trajectories through state space of strange attractors are of a fractal dimension.

Thanks Merlijn
I have other questions:
What's the difference between a chaotic attractor and a strange attractor?
What's a saddle?
What's a heteroclinic orbit?

http://www.wikipedia.org/wiki/Strange_attractor
http://www.exploratorium.edu/complexity/CompLexicon/strange.html
http://www.bio.vu.nl/thb/deb/deblab/chain/hetero.html

A saddle is a geometric shape looking like a saddle.