The Ragdoll Wizard reference page has the following two sentences:
Select that file and choose
Assets->Import Settings... from the
menu bar. In the Import Settings
dialog, make sure that Generate Meshes
is not enabled.
There is no "Assets->Import Settings..." menu option in Unity 2.6. Does this mean disable "Generate Colliders" in the FBX settings?
The line is referring to the way Unity 2.1 and earlier worked; seems the docs haven't been updated. The Import Settings window is integrated into the inspector as of Unity 2.5 and later.
Import settings refers to Unity Pro features only (most likely related to the Unity Asset Server). The wizard just tells you to make sure something is not enabled, and if it doesn't exist in Unity Free, you can almost be certain that is is disabled by default.
Short answer: Ignore that line in the tutorial. It's irrelevant to Unity Free users.