Another caveat about DLing user-created scripts directly from server is that it would likely overwrite original scripts.
For instance, say you join a server and you have this suggested mod on. If the host (being an idiot) modified his jeep script to make it super-fast or something and didn't give it a new name...it would overwrite your existing files.
That is, of course, on top of all the other problems we talked about like safety, privacy and such.