What this means is that whenever you pass off a lambda to a function, and that lambda captures a variable, you need to be aware of whether or not the function keeps a reference to the lambda someplace, so that you'll know if it's safe to capture by reference or not. If you capture by reference but the function keeps a reference to the lambda, and it gets called after the captured variable has gone out of scope, you'll get into some nasty trouble.
And this is why I don't like the C++ spec as it stands. It requires a kind of global knowledge to work with correctly in local contexts, in such a way that the compiler can't really help you either (it may have been possible to annotate types to indicate closure lifetime, but it would be painful without more powerful type inference than C++ has).