Here you can specify which option categories will apply to the current product. To add option categories, click the Add categories button and check the boxes next to the appropriate categories in the displayed selection dialog. Option categories can be removed from the product at any time using the checkboxes next to the listed items, together with the Remove selected button. You can also remove all listed items at once by clicking the icon and performing the Remove all action.
More resources concerning product options can be found in E-commerce Guide -> Managing your store -> Product options.
Further information about products can be found in E-commerce Guide -> Managing your store -> Products.