I have read this in YSlow. It is a tool developed by Yahoo that rates your websites on different parameter.
That makes it easier to understand... once you have the context If you view the source of this website you'll find there images like from addresses like hxxp://b.dpstatic.com/ These are called directly and are not handled by any scripts or tools along the way so they load a tiny bit quicker Browsers will also only make X calls per site so by putting images on a different domain you can increase the http activity This gain is marginal compared to the benefit of having optimised images, I imagine.