In PGD, the biggest risk is that of a misdiagnosis. This can happen because of a technical problem or because of a lab error.
However, with modern technology, the likelihood of this happening is exceedingly small. In order to minimise this risk, many clinics suggest that the diagnosis be reconfirmed by prenatal testing.
In reality, the biggest risk is that inspite of spending a considerable amount of money in performing a PGD cycle, there is no certainty that a pregnancy will result.