One thing I have learned to watch for when I look at free web scripts, gadgets, widgets and such for adding to my blog are hitchhikers. Before you paste the code into your HTML paste it into Notepad first. Read the code. Do you see a link to a third party URL? A site not your own or the one you are using the code from.
Some of the sites offering freebies are also making a buck by using your blog to spam another site. Watch for it. You can remove that part of the code or just choose not to use the script, find something else.
Why does it matter? Well, not a big deal, but do you really want someone else using your blog to make money for themselves? Whether your blog is completely spam/ ad free or not, do you want people getting away with piggy backing on your work?