The Double Circles make it so that when you align the Road Spline, it doesn't always match up and link correctly the first time. Just keep messing with it and it'll line up. The second circle is for Invisible Road, so that you can track cars through the intersection from a different direction from the road, or even just track another set of cars there from further down the road. This almost never works out well though because you get all kinds of goofy things happening if you actually do this, with cars running through each other and what not....
Falcus