This option specifies that a MovieRole can't exist without its Movie. Consequently, when a MovieRole is removed from its Movie's array of MovieRoles, the MovieRole is deleted--deleted in memory and deleted in the database.
Now the wizard asks you about Talent's relationship to MovieRole.
The deny delete rule specifies that if the relationship source (a Talent) has any destination objects (MovieRoles), then the source object can't be deleted.