Mac OS X 10.6.6 adds a new application called the Mac App Store. This can be launched from under the Apple by selecting App Store, or by clicking the installed Dock icon for App Store (which can be safely removed). The Mac App store is similar to the iTunes App Store, allowing you to purchase applications for your Mac and keep them updated from a centralize location all hosted by Apple.
Prior to Mac OS X 10.6.6, if you double clicked on a file and OS X didn’t know what application to open it in, you got an alert that included “Choose Application” and “Cancel” buttons. Mac OS X 10.6.6 adds a third “Search App Store” button to this alert window, which of course links to the Mac App Store.