"Purging" a cigar is when you blow back through the cigar (instead of sucking). It pushes some of the crap back. I sometimes purge a cigar if I'm having burn issues, or if it is getting too hot for me. I'm not too sure if it helps eliminate the tar build upm though...

Another good reason to "Purge" the cigar is if you're going to smoke the cigar again later. You purge it, then leave it in the ashtray to burn out. When you fire it up the next day it will not be anywhere near as bitter as it gets if you don't...