It means writing and formatting your headline in a way that makes it jump out from the page, or email, or a smartphone.
It used to be that headlines had to do a single job, on the web page where the balance of the content followed. Read the headline, and then keep reading the body text immediately below.
Today, headlines still have to work well, immediately above the body content, but they also have to grab attention and hook readers when they stand alone.
Here are a few situations where your headline has to stand alone, or almost alone: When used as a tweet on Twitter. In an RRS feed. On a smartphone. In Reddit or Digg.
In these circumstances, your headline has to jump out from dozens of others, and get the reader to click through to the full page or post.