I trust Pipeline when he does it.
He usually gives a good explanation of the expected steps/results.
When using this trick it is good practice to explain like he does.

Historically this trick has been used by nefarious people too, so be careful and give good instructions if doing this.

/Rename an executable file with a different extension.
Have people download it, rename it back and double click it to launch it
Profit!/

Stay safe out there .. and keep your stick on the ice
Websites restrict file extensions for a reason. Renaming a file from a download and then running it does have its risks. Just sayin'

Again I trust Pipeline, but you need to think about it each time you do something like this.

I do not work here, but the benefits are still awesome
Make your sound your own!