Should I worry about that error?

I was doing some GPU benchmark that I pushed really high but then I had an error panel (from OS X) telling me that a graphic error had occurred (and I could report it), and then, a few minutes later, after I did an other benchmark, a black line really quickly (something like 0.5 s) appeared on the middle of the screen and disappeared.

I am wondering is if it's normal that those sort of glitches appear ? Or is something damaged ? Is there any risk to push your computer at its limits ?