it wont hurt
however burning them to disc *might* affect a big file
i only say this becuase it has happend before
the bigger the file and the longer it takes to transfer (ie burn to disc copy to usb device) the more chance of curroption
use the sfv feature of winrar, it checks a file to see if it has the same contents coming out as going in
if you dont have that feature, then rar and you shouldnt have any trouble at all, but there is that small chance something could go wrong
if it were me i would rar just so you know, gotta save that space