Why would you bother? If you don't know, then you probably shouldn't be using DNS Jumper, but there are all kinds of possible reasons. It could help you reach websites where access has otherwise been blocked, for instance. It might improve your security by blocking known malicious sites. Or, if you move to a faster Domain Name Service then it'll help to speed your browsing, just a little.
Changing your settings manually can take a little work, though. Check out the OpenDNS site's instructions to see what we mean.
But with DNS Jumper it's relatively easy. Just choose a network card and the Domain Name Service you'd like to use from the list (Open, Comodo and many others are available), click "Apply DNS" and you're probably done (although clicking "Flush DNS" will probably be wise, just to make sure that your changes take immediate effect).
Or, if you're not sure which service to use, you could try clicking "Fastest DNS". The program will then test each service in turn, measuring its response time, before presenting you with the results.
Please note, you do need to be careful here, as if your DNS settings become incorrect for whatever reason then you'll effectively lose most of your internet connectivity. If problems occur then you may be able to get everything working again by using DNS Jumper's backup of your original settings (choose "Restore" from the "Free DNS Service" list and click "Apply DNS"), but that's not guaranteed. And so we'd recommend you don't use DNS Jumper unless you know how to manually restore your default settings, just in case of emergency (the OpenDNS link will point you in the right direction).