I usually uncheck all of the checkboxes on this screen. If you want to make RealOne the default media player for some media formats other than RealMedia, I recommend clicking the "Customize" button. This will give you precise control over the file types that are associated with RealOne.

Also on this screen, I usually uncheck the "Periodically check my system..." button to keep RealOne from running in the background when I close the application.