"But, I don't know how dangerous it is, and what they can do with your
computer."
Look at the "Applications" section in the Wikipedia link I provided earlier
to see what AMT can do.
* Remotely power up, power down, power cycle, and power reset the computer.
* Remote boot the PC by remotely redirecting the PC's boot process, causing
it to boot from a different image, such as a network share, bootable CD-ROM
or DVD, remediation drive, or other boot device. (So someone could boot the
computer using their own remote disk image.)
* etc.