Well if you had this
Code:
#include "other.h"
#include "myHeader.h"
Then there may be the possibility that myHeader.h depends on other.h in some way.

But by having this
Code:
#include "myHeader.h"
#include "other.h"
There is no possibility of a hidden dependency.
Either myHeader.h doesn't depend on other.h, or it does depend on other.h and it (myHeader.h) includes other.h as well.

So by including it first, you guarantee that it has no hidden dependencies (otherwise it would fail to compile). This gives confidence that anyone else who needs myHeader.h can include it without having to worry about dependencies.