It would be the detail of what is reported on a 1099-B form.  If you received a 1099-B form from your financial institution or broker, but summarized it on your return, send a copy of the 1099-B form you used to summarize the data.

Thank you.  Where and how do I send the 1099-B?    Regular mail?    Since I already e-filed how do I get the information to the right place at the taxing authorities?  

Go back to the place in the Pennsylvania software where you saw that indication.  I'm guessing there will be some sort of "On Demand Tax Guidance" (blue hyperlinks) on that page.  If so, click on that and read everything carefully, including clicking on other blue hyperlinks within the "On Demand Tax Guidance".  I would think that would spell out what you need to send and where you need to send it.  At least that's the procedure to get that information over in the federal "Stocks, Mutual Funds, Bonds, Other" interview if you indicate you're entering summary information.  (You did send in Form 8453 with that list of transactions for federal purposes, right?)