The wikipedia entry on lexicographic preferences isn't great, but gives the basic flavour:

Lexicographic preferences (lexicographical order based on the order of amount of each good) describe comparative preferences where an economic agent infinitely prefers one good (X) to another (Y). Thus if offered several bundles of goods, the agent will choose the bundle that offers the most X, no matter how much Y there is. Only when there is a tie of Xs between bundles will the agent start comparing Ys.