Unless you do very long term weekly/monthly charting, click “Yes” to accept the recommended settings.
The longer answer: Prior to 10.1 users were given an option for each symbol of maintaining weekly and monthly data/bars in the database separately from the daily data/bars. These options have always been off by default. Experience has shown that the option to retain separate weekly/monthly data is rarely needed and the presence of these choices in the user interface often causes confusion. We are therefore relegating the weekly, monthly options to legacy status and removing them from the user interface by default. Any user who wishes to retain these advanced weekly/monthly retention capabilities may do so by specifying a setting in the configuration file. With these weekly/monthly retention options off, daily data will be retained on the database and weekly/monthly bars will be built from the daily data. This configuration works very reliably and is the recommended setting. Clicking "Yes" to the prompt will set all symbols with these recommended settings.
With the recommended settings in place, the number of bars of weekly or monthly data available for charting and analysis is determined by the number of days of daily data that is retained on the database. See Setup: Preferences: Historical Data. For example, a daily retention of 1000 days will enable weekly charts of the most recent 200 weeks, or monthly charts going back 4+ years.