Am I at risk when weight training?

Ron Brenner, personal trainer, says: My overall answer is no, there is no exercise in the common body of weight training that is so risky that all weight trainers should eliminate it from their workouts.
Some exercises do hold more risk of injury than others, but a person can injure himself doing almost any exercise if they have a predisposition towards injury or are not experienced in correct form and technique for that exercise. Often, behind-the-neck pull-downs or behind-the-neck presses are not recommended because they require a greater range of motion than is optimal for some people. In those instances using too much weight may cause injury.
If your training requires that you perform these or other 'riskier' exercises, don't do them in an explosive manner. Rather, use a deliberate, controlled movement, ideally under the supervision of a coach or trainer who is experienced in these techniques. When in doubt, choose safer exercises.