What's the Worst That Could STILL Happen?

Okay, I read Connected's great suggested website about IDE cables. I'm
still a gun-shy newbie when it comes to *non-hard-drive* storage
devices, 'cause I connected ALL the IDE connectors to the right places
last time, didn't mess up the master/slave jumpers, had the sound card
wires proper-- Still, not even a blue screen of death.

Does Plug and Play have any caveats about, like, country-of-origin of
new hardware? Websites that warn about unscrupulous CDRW
manufacturers?

If I connect everything to this 2000 Dell desktop (don't know the
series) correctly, what's the worst that could still happen?