"Use Route Level" just means that the leg does not have its own level specified; the general level for the whole journey is assumed (set in Flight Details).
The documentation will tell you more about MSA, but in general you control the planning options responsible for calculating your MSA. It consists of horizontal and vertical proximity to terrain. You may wish to make these corridors quite narrow if you're flying in the mountains, and I would especially advise you to take advantage of our Colour High Terrain feature so you can see exactly where the high terrain is.