I never heard of this method before;
Beginner Saltwater FAQ: Fish
After you have the fish acclimated to your tank's water chemistry, there are a couple of things you can do. You can place the fish directly into the main tank and hope for the best, you can give the fish a freshwater dip and then place it into the tank, or you could place the fish into a quarantine tank.
The best scenario is to give the fish a freshwater dip and place it into a quarantine tank. Keep the fish in the quarantine tank for 2 weeks and watch for signs of disease. If the fish gets sick, you can medicate the quarantine tank without affecting the chemistry of the main tank. If you are going to quarantine the fish, you should acclimate the fish to the quarantine tank's chemistry, not the main tank.
If you don't use a quarantine tank, then it is a very good idea to give the fish a freshwater bath before placing it into your main tank. The freshwater bath will cause any parasites attached onto the fish to let go and remain in the freshwater (to die a lonely death). Otherwise, parasites left to their own will reproduce very rapidly in captivity and usually infect all the fish in the tank.
To give a marine fish a freshwater dip, prepare a container of dechlorinated freshwater with a similar chemistry of the destination tank. That is, make sure the pH and temperature are as close as possible to the destination tank (this is critical!) . Remove the fish from the bag and place the fish into the container for 3 to 5 minutes. Watch the fish closely for signs of stress. If the fish stops moving or begins to float, remove it immediately and place it in the destination tank (either the main or quarantine tank).
In placing the fish into the freshwater bath, never pour the fish into the container. Use a tupperware container or a net to capture the fish and place it into the dip. The store water should never be introduced to the freshwater bath, or any of your tanks. This water usually contains all sorts of nasty diseases and organisms