"Import untrusted GPG key" message when refreshing repositories

English Install/Boot/Login
1

Following the Multi-media and Restricted Format Installation Guide (11.2) guide, *(http://img59.imageshack.us/img59/1228/myrepos.jpg).

Then when clicked OK to update the repos list, I get this message.
What should I do? For now, I clicked “Do not import”.
Generally speaking, when something similar appears, how would you know to trust a resource for providing software?*

2

If you know the repository is legal and clean, then i always press on import.