Some scripts write temporary files to your hard drive so you may get warnings from antivirus software saying that they are malicious scripts. If this worries you, always check what these scripts are doing either by either asking the author or posting on the Samurize forums.
Scripts that do use temporary files often have a function called 'writeFile' or 'updateListing' or something similar, which do not seem to produce any result. These functions are necessary to keep the script up-to-date! Either hide them away (put no text in their text box) or mask them as a plain text meter.
Scripts that retreive news, TV listings etc from the internet typically need you to be connected to the internet at all times to keep them up-to-date. This may seem obvious, but you'd be surprised at how many people ask about this ;)
Samurize 0.85b added options to pass parameters to scripts and a button to edit the script you are using in the meter. Check the script readme or ask the script's author for details of parameters to pass. This feature will be explained better in the next revision of this tutorial.