
It's not considered a big threat at this time, but one developer says that Apple's dashboard "may create a chance for distributing malicious Widgets."
Specifically, his concern is about the auto-install feature, which he recommends Apple stop, and he recommends users should also be provided a way to remove widgets.
I'm not a Mac guy, so I don't really know the ramifications or issues involved, but feel free to look for more information
here.