The only thing with having something running all the time in the background is if you dont have a very powerfull PC Processor wise this will slow your machine down a hell of a lot, this is also why we in IT set virus scanners to run like once a week rather than scanning all the time, for each and every file you open and access.
Also if you are using a notebook then something running in the background will kill your Pro.
All well and good if you have a Quad Core Pro and 4GB RAM, but if you have a PIII 750 with 128MB RAM then this would kill it.