Multi Threaded Copying allows you to open up multiple connections simultaneously to our off-site server.  This allows your backup software to start copying multiple files at the same time.  Traditional software only allows one connection at a time.  When you copy a large files such as PST files for Outlook, they can take a significant amount of time.  Meanwhile there are many small files waiting in line for their turn to be transferred.  This becomes an advantage because now all of your smaller files are being transferred while those larger files are going too.  This will speed up your backup job.