There is such a risk. Be sure to have proper brick protection.
I assume you already installed the .wad files. The reason they're crashing is because they require the boot.dol or boot.elf. You can load them off your HDD if you FAT32 or NTFS Load, but there's no promise it'll work perfectly. Basically, it would be best to load that stuff from your SD.
There are channel installers on the Homebrew Browser in the Emulators section, you just have to look for them.