Here an example to use this option:
Suppose you are using a template with pictures 'image1.png' and 'image2.png' and you have also a link to a file with instructions you name 'help.htm'.
Also I asume you have this files in the same folder, named for example 'addons'.
If you dont use the option 'don't count as download' , then everytime somebody visits your page, you will count 2 downloads (for image1.png and imag2.png) , if the visitor also looks to the helppage, you will have an additional count (for help.htm).
To avoid this, you can apply this option to the folder 'addons', filling out the field with '*.png,*.htm'. Doing this, no png or htm archive form this folder will count as download.