I would leave the setting as 8 ohm, and allow for ventilation on top of the receiver. You won't have a problem. That 4 ohm/8 ohm thing is vastly over rated. Just plug n play.
The only time it would ever make any diffrence is if you plan to try to fill your room with concert like levels, or you are trying to drive especially LOW impedence loads (2 ohms - as in some Martin Logan speakers for example).
All that switch does is limit the output of your amp. If you are really crankin it, you may overheat your amp, and it will shut down. You can power it back up when it cools, and you've found your limit. By the way, the 2500 has an internal cooling fan that you can set to come on based on the internal temp of the receiver, or you can set it to run continuously. Check manual for details.