That's quite advanced functional programming. Don't feel bad about setting this aside for a while if you're just starting out.
However, if you do want to read about the Y combinator, I found this delightful explanation a while ago (although it is in Scheme, which might be adding insult to injury in this case) [link:ece.olin.edu]
See
[link:lorgonblog.spaces.live.com]
and also perhaps search for keywords "partial application" and "currying".
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I'm reading through "F# for Scientists" and came upon this code snippet (p. 50):
let rec y f x =
f (y f) x;;
where the combinator y " can be used to reconstruct a one-argument recursive function". Can anyone help me understand what is going on here? How can (y f) be called where y only takes one argument???