hartmutnz on "[Plugin: WordPress SEO by Yoast] a question changing "p=123 permalinks to "real words""

Hi, I am new to this yoast plugin Has anyone done a change permalink and successfully kept the site intact? Example: the yoast says: "You do not have your postname in the URL of your posts and pages, it is highly recommended that you do. Consider setting your permalink structure to /%postname%/."
I understand. But what happens if I click that button? All images, links posts etc will stay intact? No damage? I just don't want to break my site.. Anyone really done this? Please advise, I treasure your input. Light and love, Groggo

http://wordpress.org/extend/plugins/wordpress-seo/