Here's the link to a tutorial I gave you in the other thread, but I see you opened a new thread with the question, so
here it is again
Basically, it is placing the range of DoF exactly where you want it, which is essential in macro + close-up work. It's commonly used in portraiture when you place the sharp focus on, say, the eyes + let the rest of the focus fall where it will. This is selective focusing, i.e. selecting the point at which you wish the
sharpest focus to be in your image.
When this is done intentionally, it's called 'selective focus', + when you do it without really thinking about it, it's normally referred to simply as DoF.
Straight forward really, in fact all it is, is terminology : 'selective focus' is controlled DoF