It tells the compiler that you're in a Single Thread Apartment model. This is an evil COM thing, it's usually used for Windows Forms (GUI's) as that uses Win32 for its drawing, which is implemented as STA. If you are using something that's STA model from multiple threads then you get corrupted objects.
This is why you have to invoke onto the Gui from another thread (if you've done any forms coding).
Basically don't worry about it, just accept that Windows GUI threads must be marked as STA otherwise weird stuff happens.