It means if a new member includes a URL in the text of their PM, the security system will filter the message and will not send it; the sender receives an error message to let them know it didn't go through.
I also think the same thing happens if a new member includse an email address in the text of a PM. Not sure if a phone number will cause it to bounce.
It's a nuisance, especially to new members who are trying to buy/sell trailers, but both this site and FiberglassRV.com have been inundated with spam the last year or so, and this does help the management intercept that.
Mary F Onward, through the fog!