Are you referring to the "load" the speakers will present to your amp? If you are concerned, keep in mind the NAD's are quite capable of driving speakers that present a "load" to your amp. Fortunately the Paradigm Studio 40's are efficient and your NAD will be able to make them play sufficiently loud.
I have learned that "large" or "small" refers to the bass range that the speaker is capable of producing. My understanding is that "large" the appropriate setting for these speakers given their bass capabilities.