I am getting this message when enabling multisite

This is the first time I am attempting to set up multisite on this site. I would like to have it set up sub directories instead of it telling me that I have to set it up as sub domains.

This is the message I am getting:

"Because your install is not new, the sites in your WordPress network must use sub-domains. The main site in a sub-directory install will need to use a modified permalink structure, potentially breaking existing links"

Is there a way around this? Will my existing permalinks be broken?