From YSlow guide
  The problem caused by scripts is that
  they block parallel downloads. The
  HTTP/1.1 specification suggests that
  browsers download no more than two
  components in parallel per hostname.
  If you serve your images from multiple
  hostnames, you can get more than two
  downloads to occur in parallel. While
  a script is downloading, however, the
  browser won't start any other
  downloads, even on different
  hostnames.
  
  In some situations it's not easy to
  move scripts to the bottom. If, for
  example, the script uses
  document.write to insert part of the
  page's content, it can't be moved
  lower in the page. There might also be
  scoping issues. In many cases, there
  are ways to workaround these
  situations.
  
  An alternative suggestion that often
  comes up is to use deferred scripts.
  The DEFER attribute indicates that the
  script does not contain
  document.write, and is a clue to
  browsers that they can continue
  rendering. Unfortunately, Firefox
  doesn't support the DEFER attribute.
  In Internet Explorer, the script may
  be deferred, but not as much as
  desired. If a script can be deferred,
  it can also be moved to the bottom of
  the page. That will make your web
  pages load faster.