Inside the receptacle, there is a little "bump" formed into the sides. The holes in the prongs fit over these "bumps" to help "lock" the plug in place, making it more difficult to slide out of the outlet. This reduces the chances of accidental electrocution (not that you'd do it on purpose ) which could result from a plug sliding partially out of the socket.
Der Strom
Well thanks to all of you guys, I really tried finding the answer on the web but did not find anything. Humans are still superior to computers... Hooray!