I can't possibly answer that. Only you know what you want.
This of it this way...
You have a folder on your hdd called:
C:\My Folder.
'My Folder' contains the files 'My Files'.
When you burn the disc, to lets say drive F:, do you want it to turn out like:
F:\My Folder - which contains 'My Files'
or do you want
F:\ - which contains 'My Files'.
So if 'C:\My Folder' should become 'F:\' (rather than F:\My Folder), you need to click 'Yes'. Otherwise click 'No'.