DEP is a set of software security checks designed to block malicious code by taking advantage of exception-handling mechanisms in Windows and executing code from data pages. ASLR moves the entry points of code around in memory so they are in unpredictable locations. They're mechanisms Windows implement to help prevent some kinds of malicious attacks.
Overall they both improve the security of the application, something interesting to have given the Professional and Toolbox editions have Internet capabilities as well.