Don't touch it if everything is working. Toggle the setting if the software can't find a network.
I learned about this shortly after signing up for Cricket. It worked great on my Macbook, but then I had trouble on the road when I installed it on a desktop PC running Windows. I was camping out at a weekend-long flea market and no networks were available for me to connect to. I started up the Mac and everything worked great! I called Cricket Tech Support and they told me to change the NDIS setting (I can't remember if it was on or off). Everything worked great after that!