You now have the option to restrict the subsequent analysis to only those photons that were detected within certain time intervals. If you prefer to accept all the photons in the observation, simply click on the 'Exit' button in the 'Edit X Range' control window to continue on to the next step in the analysis. Otherwise use the mouse to select the time time range(s) of interest on the plotted light curve, then click on the 'Save' button.

Advice on when to use time filters.
Instructions for using the mouse to select time intervals