"Plug and play" means you plug it in and then you play. For example, in this case, you plug the device into your USB port, and it connects to a wireless modem -- no software installation needed -- and you're instantly surfing the internet! (w/o need for an Ethernet cord -- as long as you have a wireless modem/connection). So you can connect to the internet remotely, e.g., at a coffee shop, at home, etc.
I recall you just won a similar item from me, and I shipped that one to you for free. I've offered a lot of free shipping through Listia already and it's just become too expensive -- All the little shipping charges have really added up. That said, this item is super lightweight & small and will ship for super cheap, $1.something