it means that if you have trouble connecting with XBL you can turn Universal Plug and Play off, it can be turned off with no ill effects.
If u want to be on the safe side though, it better you confirm your router's firmware version, it's usually written on the packing. If it is 2.02.7 then get it changed to a later firmware, you can easily download the latest firmware from linksys' website and do it at home, shouldn't take too long. Or if you're not comfortable with that you can always change the unit with one having the latest firmware at the shop where you bought it from. Either way you shouldn't have a problem.