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It isn't really likely to bite you, as an author (apart from not validating) unless you are unlucky and pick a real entity name
(& lang tends to be one).
There is a note in the HTML 4.01 recommentaiton about it [w3.org ]
Many CGI processors (PHP, Perl::CGI, Python) do now let you write
<a href="whats_on.asp?m=3;y=2002">. If your server supports it, I find it easier to remember. Come to think of it, I find it easier to remember even if your server doesn't. ;)