Text-link-ads confusion.

I signed up for text-link-ads a few days ago, but I haven’t applied for code yet because I find it confusing When adding a site, you have a field: "Ads to be displayed on: Single Page | Site Wide (Please note our advertisers prefer single page ads. ).
How many people have a one page site? I have seen people using them in forums, which obviously have more than one page. Have any of you had a problem using the "site wide" option?

Original post by AutumnBreeze