To do or not to do? I do not know the answer!!

i have a jailbroken iphone 3g currently running IOS 4.1 (jailbroke with redsnow 0.9.6 b1, locked to att) and i recently downloaded an app called "neon lights" to creat neon wallpapers for my iphone. i am new at this so please bare with me! when i open the app,which i downloaded from installous, it starts up with a message that says: "IMPORTANT NOTICE- USING THE WALLPAPER FEATURE WILL SEND YOUR DEVICE ID AND YOUR IMAGE ATTRIBUTES TO OUR SERVER WHERE THEY WILL BE STORED TEMPORARILY- IF YOU OBJECT TO THIS PLEASE DO NOT PRESS "CREATE NEON" AT ANY POINT. FURTHER DETAILS CAN BE FOUND ON OUR WEBSITE VIA THE APP STORE" .......I closed the app and didn't go any further because i didn't know what that meant and what that intailed. can anyone explain the cause of this message and consequences of either?