Clicking on the iCals button activaties the iCal Subscriptions window. You can add any of your local iCal calendars or enter an iCal URL (or copy and paste it from iCalShare.com) and add it as a subscription to download to your iPod.
Include Alarms allows you to remove the alarms from the iCals prior to transferring them to your iPod. Use this if you don't want your iPod checking for alarms to go off, which can have a negative affect on your iPod's battery life.
Use Include To Do's to select whether or not to include the iCal To Do's with a calendar. You can choose to have completed items included or removed from a calendar. You can also choose to convert To Do's to calendar entries. This is useful if you want To Do items with due dates to generate alarms on your iPod.
If the calendar changes locations (the URL changes) you can modify the location in iPDA by option clicking the calendar name.
If iPDA ever fails to download any calendars a window will pop up listing the calendars that couldn't be found.