I use that program and it's a good one. I am not aware of any serious security concerns with it, i.e. bugs or hacks. But obviously any program that gives total access to your computer via the internet is a risk. Be sensible when you use it. Make sure you have a good password, change it frequently, and don't leave the server running when you don't actually need it. Also, you don't have to use the recommended ports; you can use whatever ports you want, afaik.