First of all, following YouTube videos blindly is a bad idea. It is a good idea that you took pause to ask here. It is perfectly fine to continue. What the message is saying is that you cannot install BootMii as boot2. BootMii/boot2 is not necessary for homebrew and is only helpful when it comes to restoring a bricked/messed up Wii.
i have the same firmware a 4.3U but when i have to go and run the bootmii on the homebrew channel i followed to do the 4th settings the one with the gears and then to do the second option and it asks me if i want to continue i go on and it goes and says that it can not find bootmii and it is looking to boot2 and it says if i want to give up press Z button and another button right after so i did it because i was scared that i was going to acedently break my wii so what do you think i should do?