I have had a decent experience using this site, haven't had any .exe file downloads like some others seem to be having, however, I have noticed that some of the ROMS (SOCOM 3 and Ace Combat 2) either stop after awhile (as if they are unfinished), or don't work at all (I couldn't figure out how to get my AC2 ROM working, at any rate. May be a user related problem.)
TL;DR, I've found this site to be pretty safe, but always be careful when using sites like these!
Hides ROMs under .exe files, which could lead to applications such as adware (advertising malware), bloatware (unethical software), and other threats that could be vulnerable to the user's end. I haven't downloaded anything from this site, but from what I have heard, this site could harm your device.
DO NOT DOWNLOAD ANYTHING FROM THIS WEBSITE, that being said it downloads an exe and tells you to run it and it just downloads tons of bloatware and the worst browsers without asking you. AND YOU DON'T EVEN GET THE GAME AFTER ALL OF IT.
Pro tip: when you go to download any ROM, click the "more options" button bellow "download" button, and select "browser download" it will make you download the ROM or ISO file instead a .exe one. there are almost or all ROMs for various consoles from past generations. I download ROMs from here and since then i dont found any virus or malware on the files