It basically means that you will get one PNR - i.e. one record with a 6-alphanumerical code which e.g. you can use in checkmytrip.com to access your booking. However within that one record, you could have 2 ticket numbers. That means that you have actually bought 2 tickets (possibly from 2 different airlines) which are both stored under the same PNR. As far as the airline is concerned, the fact that those 2 tickets are stored under the same PNR is irrelevant - for them it is no different from you having 2 completely separate tickets each with its own PNR. The only difference (AFAIK) is that if you check in a bag they will see that you are connecting to another flight (but that isn't relevant in this specific case).