At AnandTech, it's known as the overclock stability tester. What it actually does is try to find the biggest prime number but it also happens to stress the CPU more than most things. If you don't overclock, you shouldn't worry about it. You should already be 100% stable (no crashes or freezes). When you overclock to an unstable level, crashes are rampant and Prime95 is the easiest way to identify said problems before it's too late.