deaner is referring to a flash that you would attach to the hotshoe (the mounting rail on top of your camera) to provide more powerful lighting, a tilt or swivel head, or other features that your camera's built in flash doesn't have.
You have likely already seen pictures of it elsewhere (and there are lots of other options out there in the way of on and off camera lighting), but here is a link to the Pentax product page for the AF360 flash:
Pentax Imaging: AF360FGZ - Flashes - Cameras by Pentax
(hopefully that works)
This strobist link has a video that shows a slightly different version of the diffuser that deaner linked to instructions for building. I've seen lots of different shapes used depending on what people are trying to accomplish with their flash, I have a large quadralateral on my flash right now set up for wide angle coverage and I change the shape depending on the subject I'm shooting.
Strobist: Another Crafty Bouncy Thing
and another version:
ABetterBounceCard.com