You are connected to an online database, and have performed a search of the database. This dialog tells you how many references were found. You have several options at this point:
You can click OK to download all of the found references.
If too many references were found, you can Cancel the retrieval, enter a more detailed search strategy to restrict the results, and run the search again.
If you have already downloaded references from this database during this EndNote session, you can select the "Discard the previously retrieved references" check box. The new search results will replace the current list of references retrieved from this database.
If you want to see an example of the types of references found, you can limit the number of references retrieved. For example, you could change the numbers in the text boxes in order to retrieve only references 1 through 10. If the results are not what you expected, delete those 10 references. If you decide you do want all of the references after all, you can run the search again and either retrieve them all (with the check box selected so you don't duplicate references 1-10), or change the first text box to start retrieving from reference 11.