A termination resistor is used to prevent signal reflections on a "transmission line" (wire).
I'll try to explain why this is important (without getting too technical)
:
You can think of a signal reflection on a line as an echo essentially.If you have signals reflecting on the memory bus it can cause errors if they are bad enough. This becomes significant when you have several memory modules on the bus and the clock rate is sufficiently high where the signal reflections do not die down when the time comes to read or write data to/from memory.
On an electrical transmission line reflections are minimized when the impedence (resistance) on each end of the transmission line is the same as the transmission line itself. I've seen some memory modules out there that lack termination resistors on the module itself (it cuts costs). This allows data sent to the module by the motherboard northbridge to reflect back to it. If memory timings are aggressive enough (and the nForce 2 can run VERY aggressive memory timings), errors can result.
When buying memory it's not a bad idea to look for the presence of a number of small resistors very close to the bottom of the modules near the contacts themselves. PC2100 DDR does not require it, but the PC2700 spec does include such resistors.
On a Crucial DDR 333 module I looked at a few months ago I noticed no terminating resistors on the data lines on the memory bus. I also noticed that the memory module was only using a 4 layer PCB, which is also not ideal. It is good design practice to place both ground and power planes (solid layers of copper) in the center of a PCB to minimize emitted RF (radio) energy, reduce capacitive coupling between traces, and to keep all grounds at the closest possible potential. With only 4 layers that means all signal traces must run on only 2 layers, which can increase capacitive and inductive coupling betwen traces close to each other (essentially a signal on one line bleeds onto another).
Why Crucial did not include termination resistors is probably because they were not required in the JEDEC PC2100 (DDR266) specification and most early design PC2700 (DDR333) designs used the same PCB (printed circuit boards) as PC2100 modules. When the PC2700 JEDEC spec was finalized last year (in May or June if memory serves) these resistors were added. Crucial modules that are over 4 months old or so may not yet include these resistors.
Edit: Here's something I found:
http://www.neoseeker.com/news/articles/headlines/Hardware/1733