It means when you do anything with RSA encryption (basically anything secure uses some form of it as it's the only encryption considered secure) then if you have another program on your computer monitoring the process it can obtain the keys used to decrypt it (assuming the program is decrypting and not encrypting)... generally though monitoring of the process to get it from the CPU instructions it executes is a bit long-winded, surely if the program has the keys, merely looking in memory where the key is stored is a simpler idea?
and that is mainly a potential security weakness for any programs you use that are using encryption if your system were to be infeced with a trojan - although in that case i guess it makes little difference as a trojan could read all of your input and output anyway