Basically to change this...

- Request index.html

- Parse index.html

- Request .js and .css and .jpg/png, etc found inside

- Parse .js and .css found inside

- Request additional .js, .css and .jpg/png, etc found within js/css

- Parse....

Into this...

- Request index.html, .css, .js, *.jpg/png

- Parse all

To avoid multiple round trips and improve initial page load time if you "know" what's going to be requested from the beginning.