Hi
without Jumbo enabled on your net your default size is1500, packets that are any larger will be either dropped or fragmented depending on your hardware
enabling jumbo will allow these packets to pass through at larger size and prevent them being dropped so its more of whether your network needs it set or not and what type of traffic your pushing through the network
If setting it though you need to set it everywhere or there will be issues and if not properly implemented on systems can cause worse performance
This explains it quite well without too much detail be careful though i ahve seen it cause major disruptions when not set right , plan it first
http://kb.netgear.com/app/answers/detail/a_id/25091/~/guidance-on-the-use-of-jumbo-frames