Would there be any issue with adding a list of domains to block to the HOSTS file? I'm talking about the ones available from the likes of mvps.org that are used to block domains that are known to serve ads or malware.

Would there be any issue with adding a list of domains to block to the HOSTS file? I'm talking about the ones available from the likes of mvps.org that are used to block domains that are known to serve ads or malware.