There is an option "WordPress should correct invalidly nested XHTML " in WP control panel. I don't know whether I should turn it on or not. I don't know what it means? Any one knows? thanks
This option is normally for those who write their posts in code form rather than using the WYSIWYG editor. It is basically an option for Wordpress to automatically corrects your HTML error to be compliant with W3C if it is wrong in some way. If you are using the WYSIWYG editor, I don't think you will need to check it. If you know proper codings, you don't have to check it as well. The reason for not checking it is that some plugins that enables PHP codes in your post will requires you not to check it.
If you know how to write valid [X]HTML and/or use the W3C HTML Validator to check your code for any errors (and fix any you find), then feel free to turn it off. Also note that some plugins will not work properly if this "feature" is turned on.