Your CPU communicates with the North Bridge (Ex.: K8T800). The North Bridge than directly communicates with Memory and the AGP port, and is also in contact with your South Bridge (Ex.: VT8237). The South Bridge communicates with the other device ports, such as the PCI slots, IDE/SATA ports, etc.
Therefore the CPU must go through the North Bridge to access the South Bridge. That way, it is more efficient for the Memory and AGP to communicate with the CPU.