When the Mint makes a proof coin, one that many collectors consider the ultimate coin, they do several things differently than when they strike a regular or "business" strike coin that one would get at the bank.
The planchet, or round metal that is to become the coin, is polished to a mirror finish. Then the die (the item with the design engraved on it that puts the design on the coin) is sandblasted. This gives it a rough surface.
The flat part of the die that strikes the flat surface of the coin is then polished to remove the sandblast marks.
The parts of the die not polished will "roughen" the coin or give it a "frosted" appearance. The die is pressed against the coin blank twice under extra pressure and this gives the coin much more detail than on normal stikes.
Since the striking eventually smoothes out the rough area of the die, the process must be repeated after so many coins.