Are you using Code Access Security? Keith Brown asks this question on his blog – comment on his entry and your experiences may be incorporated in future articles on the msdn security / smart client developer area. Be sure to do Pierre Nallets CAS quiz before, let’s see how you like CAS after that (you know that complexity is the natural enemy of security).
I personally think CAS is great, but the development experience is not very intuitive and administration is not practical at all.
If security is too hard to use – nobody will. That’s my major concern.