Who are these "Unknown sources," and what they're for? Simply allows you, put any app other than the Android Market have. Could be an app sent by e-mail. Or downloaded from a website. If you are Android user there will come the time where you will want to install an app not found on the Android Market. If you try to install such an app you will get the message "For security, your phone is set to block installation of applications not obtained from the Android Market" how do fix it?
To allow app installs from non-Market apps, follow this few simple steps.
Congratulation. Now you are able top Pimp your SAMSUNG I9205 Galaxy Mega 6.3
If you're worried about the security implications of allowing unknown sources, then after installing the app from outside the Android Market, hit the toggle button again to turn them back off.