What are the dangers of making a method virtual?

class Base {
    public Base() {
       InitializeComponent();
    }
    protected virtual void InitializeComponent() {
        ...
    }
}

class Derived : Base {
    private Button button1;
    public Derived() : base() {
        button1 = new Button();
    }
    protected override void InitializeComponent() {
        button1.Text = "I'm gonna throw a null reference exception"
    }
}

class foo {
public:
   foo();
   ~foo() { Cleanup() };
   virtual void Cleanup();
}

class bar : public foo {
public:
   bar()
      :foo() {};
   ~bar();
   virtual void Cleanup()
   {
      foo::Cleanup();

      // Do some special bar() related cleanup now...
   }
}