The Diffie-Hellman Key Exchange is a method to exchange public keys during a secure (SSL) connection. And many already know, on special pages like login and ecommerce checkout pages we need to send over data in a secure way.
And how do we do this? By using the HTTPS protocol which enables us to encrypt data and send it over to a trusted site that has a valid SSL certificate. In the video above we can see how we can make an excahnge of public keys and not hand over the private keys to bad guys. SSL rules.