Thank you for pointing out on this shortcoming of the documentation. We'll fix it in the online version soon.
The "U" letter stands for "unique parameter" here. If this button is checked for an additional parameter it's value will not be modified when you transfer parameter values from an other object with the new "Parameter Transfer Between Objects" function of AC9.
To learn more about this new feature please read the following chapter in the ArchiCAD 9 Reference Guide: Tools/ Parametric Objects/Applying Parameters
Regards,
Tibor Szolnoki
Product Manager
ArchiCAD Product Management