.deb packages and security

[Anil Duggirala]

hello,
I know installing .deb packages downloaded from websites is not a good practice 
in terms of software management in Debian. I would like to know if I should 
have security concerns when installing a .deb package "manually" (using gdebi 
for example) ?
Is it possible that by downloading the skype .deb package and installing it, I 
am creating a security vulnerability in a Debian system?
thanks,