There's only one problem I have with using MSE which is my Internet speeds being reduced.
I have no idea why it effects it this way but I loose a whole
1.5mbs download speed aka from 7mbs to 5.5mbs using MSE in comparison to using Kaspersky Internet Security 2010.
I've tested this on Vista with the same results as well.
So I'm staying with KIS.
Other than that the protection is very good with MSE.
If you have tons of bandwidth & don't care about the loss then it's fine to run it.