Run LaTeX twice?

"The .aux (auxiliary) file is where LaTeX stores all the information about the counters (like section numbers), footnotes, bibliography entries, reference marks, and anything else that LaTeX may need to keep track of. This file is written over whenever a file is typeset by LaTeX. Whenever a document is typeset LaTeX reads this file to get the information it need, and writes to it after typesetting is completed. This is why changes in the counters will not take effect until LaTeX is run twice, because the .aux file is not up to date the first time."
from : http://www.bluesky.com/help/latex/index.html