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Yesterday I had a problem with the  X-Frame-Options, as can be seen in this post. However, I added the solution, and it worked perfectly.
I’ve added the solution, but I have no idea what it does, and I’d like an explanation.
The solution added in my  Global.asax  was:
protected void Application_PreSendRequestHeaders()
{
    Response.Headers.Remove("X-Frame-Options");
     Response.AddHeader("X-Frame-Options", "AllowAll");
}
My question now is:
What is  X-Frame-Options?
How it is used, and why it causes the type of problem demonstrated?