Choosing check units causes the software to perform a unit consistency check on all model variables. The software will highlight any model variables that fail the unit analysis check. If you specify units of measure in your models, it's a good idea to check units periodically during the model development cycle. Checking units in this fashion is an excellent way to minimize silly errors (algebraic or otherwise) that can be introduced into a model during its development.
For details on specifying units of measure, see the appendix to chapter 4.