This is an idea I read about on Ravelry - a way of stashbusting, using your special sock yarns, or whatever - just fun!
If you haven't heard about it, the idea is that you select sock yarn from your stash, even choose a pattern for the socks if you want, put each yarn and pattern in a separate brown paper (or similar) bag, and then every month select one at random - and there you have it, your personal sock club! Of course, you can make up any rules you like for your club - it's yours, after all!
I put mine together on the weekend - you can read more about it (and see the yarns I've picked) here.
I can't wait to "receive" my first shipment - just have to finish a pair of socks first!