Someone explain this for me (hockey)

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So I was watching some of the Stanley Cup recently (while I had the chance before I lost access to Channel 5 again, but bear with me...) and every so often they did something called a powerplay... I think that's what it was. Anyway, I couldn't work out why they given, nor what they were since they just seemed to play on as normal but with the announcers harping on about how there were only a few seconds left of the powerplay and nothing ever seemed to result from it. Unless I just know nothing, which is probably true since I don't know what a powerplay is. So someone answer it for me and I'll be briefly grateful.