Are you referring to the "Loud" or "Bass Boost" on your HU or the Bass Boost knob on your amp? It's ok to put it on, just be very careful if you had your gains set, because it's going to be pumping more to your subs then before. If it's your bass boost on your amp, a little is OK, definately don't max the knob out though.
bass boost circuits can introduce distortion and clipping. that's bad. the key is judicious use of the system, and being careful not to keep the system volume up if you do hear any distortion.