It means it has a single port that can act as an optical/digital output or a headphone (copper/analog) output.
Does your receiver have optical/digital inputs? If so, buy a TOSLINK cable. Newegg has them for a few bucks; I'm sure the retail stores will charge ten times as much.
If not, buy a 1/8" (3.5mm) male to male audio cable; again, I like Newegg for cheap cables.