Also, that MSI motherboard won't be able to do SLI or Crossfire. If you like MSI boards I would recommend stepping up to the GD65 or GD80 boards. I have personally used the MSI GD65 boards on about 8 builds so far. They work great.
The simple answer is, it's when you have 2 of the same video card, and you use a bridge to connect them. They work together to improve the graphics output. It requires a board that supports it.
You can read more about it here http://en.wikipedia.org/wiki/Scalable_Link_Interface
SLI is 2 or more nVidia SLI capable cards
CrossfireX is 2 or more ATI CFX capable cards
When you do SLI or CFX, it is recommed that you get the same card, but you can
SLI a 9600 GT with a 9800 GT or CFX a 4870 with a 4850, but that's not going to give you the best bang for your buck because when you do SLI or CFX, both cards will run a the lower speed of the 2 cards and does not combine video ram. So if you have a 512mb card and a 1GB card, it will only use the lowest of the 2, which would be 512 mb.
Most of the new X58 and P55 Intel mother boards will let you do either or. Otherwise you have to buy a motherboard that will do either SLI or CFX. The MSI P55 GD-65 and GD-80 will do both. MSI is releasing a new board with a chip they call the Big Bang which will let you mix ATI and nVidia cards, which is a calling for a lawsuit by both companies and might not actually get released.
If you've got a huge monitor and want to run games nicely on it, then SLI or CFX would be nice. Otherwise one Mid to High end GPU should you good. The GTX 260 will play all games nicely and so will the ATI 4870.
If you plan on running multi-gpus, then you should also get a bigger power supply. Something like 850 watts will be safe. But if you plan on high end cards like the GTX 295, or GTX 285, those cards are power hunger and that 850 watts might not be enough. It also depends on how much you want to overclock. If you think you're gonna be extreme, then get a bigger power supply with more amps. I think you should be fine with that OCZ.
I'm thinking about crossfirex on lga1156, but I read that the GD65 supports 2 PCIX8.
Is that the same issue with the GD80 or does the GD80 support 2 PCIx16. Please let me know because I'm deciding on a build and I'm trying to choose between lga1156 and AM3 motherboards.