Bradford, Mary is talking about the fact that the tags are clickable from the list that appears on a given image's page. So if you have "Bradford Martin pencil drawings" as a tag and someone clicks on that from your tags list, they'll only see your drawings. But if you just have "pencil drawings" in your tags and "Bradford Martin" is a separate tag, someone who clicks on "pencil drawings" will be taken to all pencil drawings on FAA (and yours might not even be in that list, depending on your sales record).
But trying to put "Bradford Martin pencil drawings," "Bradford Martin drawings," "Bradford Martin sketches," "Bradford Martin pencil sketches," and on and on in your tags will quickly eat up your 500 keywords.
It is too bad that you've managed to get someone on one of your image pages and it's so very easy for them to be led away. Good for FAA, of course, but bad for the individual artist. I really, truly wish that Sean would make it easier for us to keep customers once we've managed to catch them in the first place!