[maquiladora]

I think what he means is that they shot the scene with the actor actually there with Frodo and Sam, playing the part and speaking the line, then they shot the exact same scene again, this time without the actor so that there was just nothing in his place, then they introduced the CGI gollum into this scene without the actor, and layered it onto the scene where the actors where acting/speaking to the real actor.
Think about it :-)

[HairOfTheDog]

Do you guys both have the original DVD release?

Watch the ten minute TTT preview that is on that - it shows what they mean on how Serkis acted Gollum

Serkis was in the scene with Frodo and Sam... in a "motion capture suit" that intstantly transformed his movement into a "ghost" or "shadow" of himself, not visible on set, but instantly visible when they looked at it on the monitor. The "Gollum" moved with him and copied his every movement. The blank plates would be the set with no one there, that they can use to digitally cover Serkis, leaving only the Gollum.

Here are the rough original captures of this work. Gollum's final texture was added later...

Again... this is straight from that TTT preview on the original DVD. Check it out!