The only risk factor with these inserts is buildup of creosote, which can be completely eliminated if you:
Install the wood insert and chimney liner system properly (call a professional!)
Keep the chimney clean with routine sweeping
Burn good firewood
Schedule annual inspections of your chimney
As long as you practice these instructions, you have nothing to worry about. Remember, the majority of homeowners in America still use wood stoves as their secondary source of heating.