In Street Fighter Alpha 3, certain characters (like Guy) can do chain combos. The attacks in the chain combos differ from the normal attacks that should come out when the attack buttons are pressed - essentially, you get a different move with different properties (i.e. hitbox, damage and particularly the ability to be able to be cancelled into the next move in the chain).
In Street Fighter Alpha 3, Guy's has a chain combo (commonly known as the Bushin Chain), which is s.LP, s.MP, s.HP, s.HK. None of these attacks in the chain are cancellable into special or super moves.
However, normal moves can be cancelled into special or super moves in their very early frames. This is called "kara cancelling" - see Street Fighter III: 3rd Strike - Kara Cancelling for more information. By taking advantage of this mechanic, Guy can essentially cancel any of his chain attacks into a special or super move. This is known as a "proximity cancel".
This is not as easy as it sounds. Not only do the directional motions need to be executed in between the chain attacks, but the two buttons pressed must be hit one after another within the space of milliseconds! Additionally, for Guy's Bushin Gorai Kyaku super (QCF,QCF+HK) and his Bushin Senpu Kyaku (QCB+HK), they happen to use the same button as the last hit of his Bushin Chain! The only way to execute this reliably is to use "negative edge" - which is the release of the HK button after the chain, again within milliseconds of the button press! You can confirm you have done this correctly if the next s.HP you do comes out as it does in the chain (i.e. an elbow) rather than as his normal move.
A controller with incredible precision for button presses AND RELEASES is required to execute this. Have a look at two examples of this being used in a combo, performed by BoAngel on a KeyCade KKL controller: