Question about Installing Wi-Fi for Wii

I bought a Wii recently and I also purchased a Wi-Fi USB adaptor. It comes with a disc to install the software and it prompted me with a message saying " A network bridge is enabled. Delete the network bridge in Network Connections. Ok I found them, right-click delete yadda yadda yadda I get it.

However, I am a complete moron at this stuff. First off, what is a network bridge, will deleting this network bridge(s) (I have two of them it seems) affect me in anyway?