That's the symbol for the Option key. Think of it as the Alt key on PCs.

PS... the swizlestick is called the command key, or apple key (technically the OPEN apple key... ahh remember the days of the open AND closed apple keys?)

PPS... RTFHD... in the Finder type cmd-? and in the search box type "symbols special keys". You should get a help entry that shows all the command key symbols. The Mac Help docs are pretty amazing and have tons of info... give 'em a search! There's even entries on full keyboard control.