In addition to their exact match domain, their on-page SEO has been almost perfectly optimized for the search term. They get an A on SEOmoz's keyword score card, hitting 4/4 critical, 6/7 high importance, 9/9 medium importance, and 9/11 low importance factors.
Buying and optimizing exact match domains isn't really a good long term strategy as Syed mentions. However if you already have some, I would optimize them as landing pages for the term, with the call to action being to visit your actual website. On the other hand, that effort is probably better spent optimizing a page on your main domain for the term.