Mormons use genealogy data to proxy-baptize their own ancestors. Like many Christians, they have a rather literal interpretation of the New Testament: if you don't get baptized, you won't be "saved." Like many Christian denominations, they also believe that not any old baptism will do. You have to be baptized by someone with the proper authority and in the proper way (by immersion). Unlike most Christians, they believe that if you died without getting baptized properly, you're not damned. You just have to wait until one of your ancestors baptizes you by proxy. They believe that before the "end of the world" every human being who has ever been born will receive one of these proxy baptisms. That way, nobody goes to hell on a technicality.

It's an interesting loophole to get around a completely sick and twisted part of Christian theology: that many innocents are damned just because they didn't accept Christ and baptism in their lifetimes.

Now, I personally think Christianity is hogwash, and I don't believe in Mormonism. But to be worried that some well-meaning Mormon descendent is going to retroactively make you Mormon after your death is pretty silly. If you don't believe in Mormonism then the proxy baptism is meaningless.