In reply to Skip.

It just means they're loading the entire page, then stripping out the existing CSS, combining it into a new minimised and concatenated file and serving that. It's okay if you are using heavy static caching, but if you want dynamic content, then you are probably better off just serving the files as is, as the extra load from processing all that data on each page load could cause more problems than just serving the extra static files.

Actually, that's just a guess on my part. I've never sat down and measured the difference. At any rate, it's a hacky way to do it, the plugin mentioned in this post uses a more sane approach.

The downside to using a more sane approach, is that if a plugin or theme doesn't use wp_enqueue to load the CSS or JS file, then it won't get concatenated. But such plugins/themes are crappy and you shouldn't use them anyway ;)