Making this part of "load" seems a bit special-case. I think it would be more general to make "infile" support this, and then you get "load" for free.
Obviously there are plenty of security issues. "load" from the file system has security issues to start with, but when you're loading over the network, you have little guarantee that what you're loading is what you think you're loading. (DNS poisoning, packet insertion, etc.) Using https instead of http would help.
If you go down the distributed computing path, just make sure you don't reinvent Jini :-)
