External files are cached. (For anyone reading,) caching is when the browser stores a page in its memory, so it can be called up again without re-downloading.
If you have a 10kb CSS file, and a 30kb JS file, that 40kb will only be loaded on the first view, along with most images. After that, the site will load significantly faster, since the files have been cached.
Regardless, the speed is negligible for broadband used, but for people with dialup, you're looking at 6-10 extra seconds of loading time in the initial view.