This is really a question for the NOOB fourms.
Double sheilding simply means it has two layers of insulation. Not normaly needed for electical cables.
But what this does is stop the eltromagnetic feild of the wire being effected by outside forces.
I.e the fields of the wires and other components of the console.
Think of telephones when they used to use that thin insulated copper wire, and you could hear almost echos of other conversations if you listed on an unconnected line?
Its the same concept, the signal interfers and causes a disturbance effecting the single sent down the wire.
The second sheilding layer protects from this type of interferance.
To cut a long story short. It keeps the signal clear...
And not exactly needed but potentally cause problems without it.
