All scans are ultimately to check on the health of the baby. In my situation (you can read my blog for more info - the link is in my signature under this post), we found out from that scan that our baby has a condition called Skeletal Dysplasia - or more simply, some form of dwarfism. We were given the option of termination but actually our main doctors did not give us any pressure to terminate (even though at the time, they told us that the condition was probably lethal - since then further scans indicate that it is most likely non-lethal though, we didn't want to terminate regardless)...
In my opinion, forewarned is forearmed and knowing about our baby's condition while still pregnant has given me the chance to prepare myself for her birth and her life with special needs. Some will tell you that it will add more stress to your pregnancy and yes it may - but I am a bit believer in prenatal testing, even if you choose not to terminate. Some conditions can even be treated in the womb - and other things (like in my daughter's case) she is more likely to need NICU so the hospital can be aware of her situation and be prepared for it even before she is born. There are many benefits to knowing in advance.
However, if you DON'T want to know, you can choose to reject any of the tests and that's perfectly ok. My opinion is that it may be harder to deal with those problems if you find out at the birth of the baby - but for some, they'd rather take that risk and avoid the stress of prenatal testing... You've gotta make the decision for you though - but I just wanted to weigh in with my opinion, I've been there, chose to have the scans/tests done, got negative results (even more negative than what is reality most likely) but I'm glad that we had the tests done because I think the benefits outweigh the disadvantages...