I found one answer on the "How to Migrate from SQL Server" (page4) at Infobright.org:
UNSIGNED INTEGERS – Unsigned integers
have historically been selected by
DBAs and database designers to provide
capacity for larger maximum values for
a given integer field than is possible
with a signed integer. Where negative
values do not exist in the data, or
are not allowed, the approach of
selecting unsigned integers allowed
accommodation of larger values while
selecting smaller data types in
traditional row-oriented technologies.
In Infobright’s case, when unneeded
bytes exist for a particular integer
value, they are “squeezed” out by the
inherent compression algorithms. For
this reason, Infobright recommends
selecting the next-larger integer data
type – for example, BIGINT over
INTEGER, or MEDIUMINT over SMALLINT –
such that the maximum column value can
still be accommodated in the chosen
data type. Infobright doesn’t suffer
the wasted space consequences of
“over- typing” one’s columns.