To be honest I don’t have clear idea about “MSI Afterburner” but I have seen when I changed values in MSI Afterburner GPU-Z software shows different values (higher) compare to the factory defaults, (such as Graphics Clock, Memory clock), if that numbers are real that means physical GPU will have to do lot of extra work and it will generate considerable heat.so is it safe to use this application ?
Its great to see you have grasped a basic of overclocking, it makes things hot
because your aware of it, you can takes steps to remedy it,
fan control and monitoring temps is usually sufficient for most mainstream gfx clocking,
if you go mental though you can always get watercooling involved
**Edit, to answer Original question, yes its safe, as long as you keep an eye on things