Both FujiFilm S2800HD and Sony A33 have 14.0 MP resolution sensors but FujiFilm S2800HD's sensor is 1/2.3-inch (6.17 x 4.55 mm ) and Sony A33's sensor is APS-C (23.5 x 15.6 mm ).
Since Sony A33's has a larger sensor area with the same resolution, this means that it also has a larger pixel area hence better light collecting capacity for a given aperture compared to FujiFilm S2800HD.
Below you can see the S2800HD and A33 sensor size comparison.
As seen above, Sony A33 has a 13.1x Larger sensor area than FujiFilm S2800HD. Larger sensors give photographer more control on the depth of field and blurry background compared to smaller sensor when shot in same focal length and aperture.