I would presume that before setting that option, you would ensure that the WiFi was setup for a SSID name and modes that you need to use. I haven't really used the Bridge option at all so it's hard to say how it's configured and setup for Bridging, if it does operate like this. I'll check on some resources and see if we can find anything out.
Only thing I recommend is setting it up as an AP, use the same SSID has the host router, however just change the channels so they don't conflict. So if you walk out of range of one, your device should connect to the one that is in range using the different channel.