[Dan Zollman]

I don't think prefetch (in the way Firefox implements it) can open the door for malware.

From a security standpoint, the worst it can do is allow cookies to be sent by the prefetched domain. It could make things happen on the website's server, but that's would related to server vulnerabilities, not vulnerabilities on your computer. Prefetch does not even activate scripts from the prefetched page.

Prefetch will only download the page specified by the current page as the "next" page. For example, Google search result pages sometimes specify the most commonly clicked result as the "next" page.