I just found on my new laptop something new to me - "wireless LAN radio". Wonder what it is doing on my little laptop? Is it more safer to turn if off on my new laptop?
This is just fancy name for Wireless card.
Whether you will turn it on depends on whether you wish to connect to some wireless network. If wireless radio is turned off, there is no possibility of connecting.
You may consider turning it of if you are not using wireless anyhow and you wish to extend your battery life (although not by much - if it is not used, it is asleep anyhow).