It's not dangerous at all if you unplug it first (and not a lot of voltage anyway.)
Opening and cleaning a PSU should be part of everyone's pc dusting ritual anyway. I'm assuming you're talking about adding an additional fan, not just changing them out. Just strip the +12v and ground wire off a molex near to where it starts, take 3/4 pin connector off of fan, solder wires accordingly (+12 to +12, ground to ground), and heatshrink/hotglue whatever is exposed to prevent shorts. It'll probably take you all of 10 minutes to do, unless you're not good with a dremel when doing the fan hole. Hot wire the atx pins to test it outside the case in case of freak accident and *bam* extra fan, no danger to yourself.