Unless it's part of your job, if you engage at computer hacking at work you are very likely going to be fired when caught. Almost every company will have a policy against hacking. It's important to understand that with new laws and regulations, especially regulations like HIPAA, that liability for employers has increased enormously. Your employer just can't take the risk that you won't keep hacking. In this case, curiosity definitely killed the cat--and you're the cat!
The possible problems for you are even worse if you try hacking a company's presence on the Internet and are successful. This may seem strange--you may think you've gotten away with it if you "get in" and get some "interesting" information. It's not always as easy to hide your trail as it appears on TV and in the movies. If things go very badly for you and there is a strong evidence trail and documentation of your hacking adventures, criminal charges may be filed against you. These will likely be federal charges. Laws such as the Computer Fraud and Abuse Act and others can result in you serving hard time just because you wanted to see what the security of this-or-that system was like.
Lawsuits against you for damages are another likely item on the list, especially if criminal charges are filed. Do you really want to defend yourself against criminal charges as well as civil ones just because you wanted to show your hacking buddies how much better you are than they are?