Each does just what it says. Remind me later, will remind you later to do whatever the window is prompting you to do. Don't show again, means that you don't want to see that message again so that tells it not to show you the prompt again. So if you want to do whatever it is prompting you to do, but just not then, select remind me later. If you don't want to do it, or you will remember on your own, either way if you don't want to see that message again, select don't show again.
