A colonic does need to be done by a professional, imo. A full colonic is different than a high enema, in my understanding. In my experience, it takes a few colonics before you can actually cleanse the whole colon. Loosen and cleanse partway each visit, and usually by visit three you're getting a whole-colon cleanse.
Colonics are safe, but I don't think they're indicated during pregnancy. The other thing you'll want to think about when breastfeeding is the detox aspect. If you have a lot of detoxing to do, a colonic will indeed release some toxins and waste into your bloodstream, and that may include breastmilk. Not exactly sure how it all works, but something to think about.
Risks would be perhaps the pressure of the water getting too high and putting stress on your intestines (making them balloon out or something) -- that's why it would be important to have a professional; my understanding is that they have pressure monitors and such. Also, you need to be on top of re-populating your intestinal bacteria after a colon cleanse, otherwise some imbalance could occur.
There are ancient yogic ways of cleansing the colon that are effective, too -- some very specific ratio of salt to water that, when drunk as a mass, acts as a solid in your body and cleanses the colon really well. You have to get someone who knows to teach you, though -- it's a pretty specific protocol. My mother once got a colonic after doing the yogic saltwater cleanse thing, and the technician said she was so clean that she didn't need the colonic.
Here's a link that explains a colonic in detail, including how an enema compares to it:
http://www.edgarcayce.org/health/dat.../thcolon1.html