Pretty much what has already been said. When the chips are manufactured, the silicone chips start from a "wafer", which is like a print out of chips. Yields are the amount of manufacture ready chips from a wafer. It's due mainly due to two things, the size of the chips and the ratio of defective chips. Some architectures produce more "bad" or less-than-ideal chips so maybe only 80-95 percent of chips produced will make it into the final product. The size (usually directly linked to the size of the transistors on the chip, in this case nVidia is producing 40nm chips) also affects yield as the smaller the entire chip is, the more you can make per "run". The less supply there is the more scarce they become and can lead to a shortage if supply doesn't meet demand which will lead to high prices and low availability.
Think of the PlayStation3 launch, if you know about it that is. The PS3 unit had fairly poor manufacture yields (which from my memory is mainly due to the "cell" processor it was fitted with) which led to a huge shortage (think of consoles selling for $1000+ on ebay).
There were rumors that nVidia wouldn't be able to meet demand, but I don't think that will be an issue.