The Second Amendment is divided into two parts: its prefatory clause and its operative clause. The former does not limit the latter grammatically, but rather announces a purpose. The Amendment could be rephrased, “Because a well regulated Militia is necessary to the security of a free State, the right of the people to keep and bear Arms shall not be infringed.” Although this structure of the Second Amendment is unique in our Constitution, other legal documents of the founding era, particularly individual-rights provisions of state constitutions, commonly included a prefatory statement of purpose.
Scalia’s reasoning is fairly easy to understand. That is, simply saying why a right is necessary to protect before claiming that it is a right does not obviate the existence of the right once that reason ceases to be in effect.