It's more the other way around, only allow scripts for sites that you trust (as by default it blocks them all...).
For example if you go to http://www.microsoft.com you'll want to allow all scripts in the "microsoft.com" range. You want to allow it for that, but not "www.microsoft.com" and the other allow options so that you can go to any sub-site on there (such as www.microsoft.com/uk or windowsxp.microsoft.com) without it asking you again.
But if you go to another site, say http://www.download.com/ , there are several scripts from various domains trying to load. In that case you only really want the "download.com" and "d.com.com", as the other ones are obviously ad related/nothing to do with the site.
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