What does it mean when it says do you want to create backup files?

Walk200,

You might want to click on profile, and change your forum name to something other than your email address to keep spammers from getting your email address.

The backup question is a standard question that generally applies to installing a program over a previous installation. If you install over a program, the backups give you the option of going back to the original program.

If this is a initial installation, it does not matter which answer you use. When in doubt, accepting the default settings generally works.