because high frequency and low frequency have different wavelength, at certain sound may arrive your ear sooner (or later) than the other. as a result, you may want to speed up (or delay) certain frequency so that all frequency reach your ear at the same time.
natually, an external sub will potentially have phase problem. when you think about it, it make sense. a signal will go through longer cable to reach sub (a potential delay) plus the signal has to go through crossover network and amp inside the sub to produce sound (a further delay) as a result, a lower frequency will arrive later than mid/high frequency.
there are some ways to adjest for the "out of phase" problem. the ideal way (for purist) is to relocate the sub so it will be "in phase" with other frequency. (u can move the sub toward or further away from listening position, so the frequency will "line up"). another way is to adjest the "phase" control.
in my opinion, human ears are not that good. unless it is really our of phase, you won't feel it. use a microphone to help you set up the system will be a good way to start.
btw, slightly out of phase sometimes may not necessary a bad thing. some people actually like it. if mid/high reach ur ear faster, the speakers(system) will sound more "forward", "fast", or "in your face" and in vocal recording, u will have the "feeling" that the singer is right in front of u.