Read this thread for more information.
Basically, hackers have found a way to exploit gadgets to compromise your entire system. This just doesn't affect Skyrim players, it affects everyone who has Windows 7 or Windows Vista. It's a good idea to disable them now.
Even if I may seem crazy, it's better to be safe than sorry.
EDIT:Here's an official article about it from Microsoft themselves, as well as a way to disable Gadgets.
http://support.microsoft.com/kb/2719662