Mail Monitor - Filtering rules - "Continue with other rules" ?

This option do exactly what it say. Yes in most cases it can be turned off. One sample of using:
You can create rules that mark messages as spam or approved. And want to load all messages less then 10K to see message body. So you can add one rule on the top that find messages less then 10K and loads them and check "Continue with other rules" option. After loding of message Mail Monitor continue filtering.

I hope this is clear description. Let me know if something wrong.