Wil it cause problems: Not likely. Steve Gibson is a great guy, he's not
going to release anything that would hurt your system. Just read what the
programs says and you will be fine.
Note from steve
"Every Windows user should use our DCOMbobulator to quickly verify the
effectiveness of Microsoft's patch. Even though DCOM should be shut down
altogether, Windows systems need all the security they can get. So
verifying that the known DCOM vulnerability is not still threatening any
Windows systems is important."
It's should just be used to test the patch in other words.
http://www.microsoft.com/security/security_bulletins/ms03-026.asp