Can someone explain "access to modified closure" in C# in simple terms?

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Possible Duplicate:
What is a 'Closure'?
Access to Modified Closure
Access to Modified Closure (2)

Resharper is complaining about the following piece of code:

foreach (string data in _dataList)
    DoStuff (() => field);

What is a closure? And why should I care?

I've read about closure in maths and functional programming and I'm at a loss here. Too heavy for my brain.

In simpler terms, what is going on here?

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