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.