I was hesitant to dye mine at first as well, but once I started, I went nuts :LOL
So long as you wash them separately for awhile, you shouldn't have any problems. Also, soak them in COLD water, vinegar and as many packets of Kool Aid to get the desired deepness and leave it all night.
Here's one I did in a tie dye style: http://www.growthspurts.com/drivee/i...5057638354.jpg
The deep teal I got from soaking it overnight in Changing Cherry and the lighter, from soaking it for 4 hours in the same color.
Anyway, have fun!