How common are malicious programs?

I got a PSP yesterday. Downgraded, then re-upgraded to a custom firmware, no problem. Got emulators, a video player, an ftp client, all sorts of fun stuff running very well. One program last night apparently flashed my machine, and now its bricked.
I'm going to get it replaced...question is, how common are malicious (or poorly written) programs that brick machines that were previously unlocked successfully?

I went to your tutorial and gave it a shot. Whatever happened to mine, though, it worked fine unless I tried to run a program...any program, including recovery mode, at which point it bugged out. Oh well. Replaced.