They are wrong - its a much better way of using your browser (in terms of speed and convenience) than opening a load of windows.
The reason it can be a bad thing is because your computer can only do a certain amount of things at once, and the more it does, the slower everything else runs. But if you are just browsing (hubpages/email/social networks), you have no reason to want your computer to run that quickly.
So no, its not a bad thing, and nothing perminant can happen - the only issue really is if you have Msn, Skype, and your browser with 10 tabs open, while you are also playing music. Thats when things may start crashing/running very slowly, unless you have quite a good computer :)
Hope i helped :)