How do I do it? thank you.

It's just a light coating of whatever frosting you are using to "seal" in the crumbs so that when you do the finish base frosting there won't be those annoying pieces of cake popping their little crumby heads up.
Here's how I was told how to do it... You fill and stack your cakes or whatever you have to do before the frosting goes on, then you take your frosting and lightly cover the cake with it (cake will still be showing through so don't worry bout that just yet) let it crust up a little (about 15 minutes) or if you aren't using a crusting type frosting then put it in the fridge for bout 10-15 min.
Take it out and finish frosting your cake and decorate like you would normally.

Great! Thank you, that was a big help.