As a general rule, anything that requires you to install an executable program ending in .exe or .com should be checked out before you install it, even if it seems to come from a reputable source, so that you can decide if you really want to install it based on what it actually does to your system, not what the software/website says it does.
Running a program is like handing the keys to your house to a complete stranger. Once they have the keys, they can pretty much do whatever they want regardless of what they say they're going to do.