Setting browser cache

I am trying to clean up my site and one of the suggestions was that I Leverage my browser caching settings by Setting an expiry date or a maximum age in the HTTP header. I don't quite understand what this is do you?

If so in plain english could somebody tell me how this is done, or send me a PM preferably, I am not a programmer and i cannot find much of anything on the net to simply tell me how to do this.

Thanks,

Brian