To maybe clarify mathletics' answer, yes it is an issue that you could ignore if your frame was spaced 120mm, but it's a relatively miinor issue with at least three simple solutions. The simplest for a beginner is to buy a wheel with a fixed hub that is spaced out to 135mm. usually your lbs can do this for you by adding washers to a fixed hub thats spaced 120. I might measure the spacing myself before buyiong a hub though since sheldon says 135mm is rare for a road frame.
http://www.sheldonbrown.com/harris/wheels1.html