All settings are handled in a "Local Machine" scheme, means all settings are applied to all users on this computer *.
If you want to allow all users on this computer to have individual settings for special Utilities (like: Disable Task Bar, Disable Start Menu, Keyboard, etc.), check this box, otherwise all settings are "global" and only Users with special security permissions to access "Local Machine" settings on this computer are allowed to change settings in Shutdown Manager and Tools.
* (except when a User is using Shutdown Manager and Tools in a computer and don't have enough permissions to keep settings "global", all settings are saved as "Current User" settings, only in this case).