There is a small amount of time between the time that you enter the trade into the platform and when the trade is actually executed. During this time, the price can rise or fall. The amount of pips the market moves while you are trying to make the trade is called the slippage.
It is important to have a broker that can execute trades quickly. You want a broker that does NOT have a dealer desk to interfere with the process. You want to enter your trades quickly with a minimal slippage.