Signed dlls means they have an Authenticode signature, which provides an authorship and integrity guarantee for binary files.

You can have more details from MSDN :

http://msdn.microsoft.com/en-us/library/bb931395(VS.85).aspx

Note that using signed software of any kind can sometimes cause problems because the .NET Framework or the operating system must contact an authentication server, which can in turn trigger firewall alerts, etc.