At various times while your computer is running, messages may be displayed on your screen e.g. when the virus definitions have been updated, when an incoming email is being scanned etc. This can result in full-screen applications (e.g. games) being interrupted as Windows switches from full-screen mode to normal mode when the message appears.
On this screen you can specify that messages will never be displayed (Silent mode), or will not be displayed if a full-screen application is running.