That is referring to the different natures of Pokémon. Some natures don't effect Pokémon stats at all, but most will increase one Pokémon's personal max stat by 10%, while decreasing another personal max stat by 10%. For example, a Pokémon with a Modest Nature will have a Special Attack stat that is 10% higher than it normally would, while it will in return have an Attack stat that is 10% lower than it normally would. So, a Pokémon with a Modest nature would have a "beneficial" Special Attack stat, and a "hindering" Attack stat. It's Defense, Speed, and Special Defense would be "neutral" stats. You can find out a Pokémon's nature by checking it's status screen.
Here is a chart explaining the natures and their effects on a Pokémon's stats. You can also view a chart on Serebii's main site:
http://serebii.net/pokemon_advance/personality.shtml
Just note that the chart that I linked to is missing the Serious Personality, which is a neutral personality that has no effect on a Pokémon's stats.
Adamant: Attack(+), Special Attack(-)
Bashful: No Effect.
Bold: Defense(+), Attack(-)
Brave: Attack(+), Speed(-)
Calm: Special Defense(+), Attack (-)
Careful: Special Defense(+), Special Attack (-)
Docile: No Effect.
Gentle: Special Defense(+), Defense (-)
Hardy: No Effect.
Hasty: Speed(+), Defense(-)
Impish: Defense(+), Special Attack(-)
Jolly: Speed(+), Special Attack(-)
Lax: Defense(+), Special Defense(-)
Lonely: Attack(+), Defense(-)
Mild: Special Attack(+), Defense(-)
Modest: Special Attack(+), Attack(-)
Naive: Speed(+), Special Defense(-)
Naughty: Attack(+), Special Defense(-)
Quiet: Special Attack(+), Speed(-)
Quirky: No Effect.
Rash: Special Attack(+), Special Defense(-)
Relaxed: Defense(+), Speed(-)
Sassy: Special Defense(+), Speed(-)
Serious: No Effect.
Timid: Speed(+), Attack(-)
