Yes to some files and no to others. It's outright dangerous to use certain files as they have been targeted by previous ECMs. If you use these files and your card is exposed to the ECM packets, it will get damaged. The age of the file is very important. The older it is, the more likely DTV has written an ECM packet for it.
Some files are hoax, intended to tease or frustrate the users downloading it.
Some files will intentionally damage your card, released by commercial dealers that wants to make money on fixing your card or selling you replacement cards. The people that benefits most from freeware are the self hackers. Freeware are valuable learning tools. Most freeware are in XPL format, intended to be use with the DOS Card Explorer program. XPL is a text based file, it can be viewed with any text editor.