When you want to access the external sites in your Salesforce
application using callouts, webservices, etc… You need to add that in
the Remote Site Settings. This is just a security that force.com platfom
is
going to check.
Before any Visualforce page, Apex callout,
or JavaScript code using XmlHttpRequest in an s-control or custom
button can call an external site, that site must be registered in
the Remote Site Settings page, or the call will fail.