Well I'll just say, it might be a good thing for a novice but believe you me, it's a pain when you're downloading software.
Packages like Smart Defrag2, CCleaner are seen as unsafe so it will not let you open them unless you disable the stupid smart screen... It even disliked downloading the original windows media player.

If you're not sure about the dos and donts of the internet maybe it might be useful, other wise disable it, can't see many professionals using it!