I'm connecting my Xbox360 to a linksys network I found using an adapter. Any issues I need to worry about?

I'm using a Pelican wireless adapter, I tried the network I normally connect to which is open, but secure by the router needing to recognize the mac address and the device attempting to connect, which kept giving me problems. I tried linksys, and it works without a problem. Any security issues I should be aware about with Xbox 360 and being online?