Don't know about any effects it has on plasterboard, but it does dent the doorframe slightly on the side you're hanging (possibly not such an issue if you have more robust doorframes than me). I've found that a couple of strategically placed towels avoids any damage at all. One thing to be careful of though, make sure its lined up with the doorframe properly. I'd left mine up in the same doorframe for about a month and it must have shifted slightly sideways and I hadn't noticed, so just as i was putting weight on it the whole rig (bar+beastmaker frame) came flying off the wall.
I felt like a right numpty! No damage done, just make sure the thing is put up properly before you hang off it.