Slush's pool payout

[xsmx]

My current send threshold is 0.05BTC so I get a payout once or twice a week (I only mine, if my computer is on anyway - and I'm only surfing). My reward for one round is about 0.001BTC.
Transaction fees are actually 0. Would there be any (other) problem to set the payout much lower - say 0.001?