I had something like that a few years back. I used it for a month and found that my power bill had almost doubled. So the next month, I plugged it in only when I needed it, and my bill went back to normal. I called Linksys about it and they told me that couldn't possibly happen. So the next month, I left it plugged in all the time and my bill went back up to almost double again. The day after I got the bill, I sold the devices on eBay.
I'm guessing that's not the norm. Maybe I had a defective device or something weird with my home's wiring, but I won't be risking it again. On this house I spent the money and time required to wire the place for Ethernet.