It really depends. Most times, its a tender gesture. Sometimes it's instead of kissing you on the mouth for a number of reasons, ie they can't work up the nerve, or they don't really want too.
I actually kiss my trusted female friends on the forehead, and I'm told it makes them feel loved, and nurtured. My motivation behind it is exactly that.
Girls I'm romantically interested in however, I will also kiss on the forehead, but do it sooner in the relationship, as well as other subtle and not so subtle indicators of romantic interest.