It means it has a fuel problem or an electrical problem or a timing problem. There are probably 50 things that can cause it to happen.
Agree with rolo.Plus a few other possible causes.A faulty fuel pressure regulator,map sensor,or ignition module can also cause your problem.The ignition module gets heatsoaked.You can get Autozone to test the module for free if you remove it and take it to them.Check for any vacuum leaks too
Do you drive a Chevy Cobalt?
Could be a dozen things, have a local qualified mechanic look at your car.
Fuel pump is the first check and electrical is also a first check.
Is it out of gas?