This allows you to choose which Roles are included in the AAF file and the order in which the tracks are created. By default Roles are sorted alphabetically and then by their sub-roles. This feature is not available in X2ProLE
You can change the order of the Roles by selecting one and then moving it up and down with the arrows. If Sub-Role merging is selected in preferences, then Roles and Sub-Roles will be merged at the first occurrence in the list.
You can further refine the use of sub-roles in creating tracks by choosing whether to merge sub-roles when packing Roles into Tracks. This setting can be changed from the X2Pro preferences window and is not available in X2ProLE