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Security: "You Must Confirm Each Access to This Machine" - Checked by default. Every time a user tries to remotely view your desktop, you'll be prompted with a dialog box asking for your permission. This offers fine-grained control and nothing will happen behind your back, but if you want to remotely control your Ubuntu desktop without being at it, you'll want to disable this. Be sure you set up a password if you disable this.
Security: "Require the User to Enter This Password" - You can type a password that the user is required to enter to connect here. You can enable both this and access confirmation for extra security, or disable confirmation and enable this for secure remote desktop access that doesn't require to be at your computer. Be sure to use a strong password.
Security: "Configure Network Automatically to Accept Connections" - Ubuntu will try to use UPnP to automatically forward ports on your router so that users on the Internet can connect to your remote desktop server. Leave this disabled if you only want to view your Ubuntu desktop remotely on your local network. Enable it if you want users on the Internet to connect to you.
Notification Area Icons: By default, Ubuntu will show an icon in the notification area at the top-right corner of your screen when some one's viewing your desktop remotely. You can have this icon show all the time by clicking "Always Display an Icon" or hide it all the time by clicking "Never Display an Icon."