Hi,
this is used in the buttons event handler that can be set via attribute OnCommand. Then in the event handler you can access the parameter of type CommandEventArgs and inspect the value e.CommandName where e is the name of the CommandEventArgs parameter.
It can be used to have one handler method that does the work for more than one button or different jobs depending on your program flow.
Please read the example the following link points to, it's pretty clear:
http://msdn.microsoft.com/en-us/library/system.web.ui.webcontrols.button.commandname.aspx
Cheers,
Manfred