I can tell you my own experience.
It happened more or less 10 years ago. I was at the seaside, in a hotel owned by the family of one of my dearest friends.
With another guy we went in a room (well, it wasn't exactly a room, but i don't know its name in English, so room is gonna be ok anyway), and tried
a spiritual seance (i think it's called this way): you form a "chain" holding each other's hand and try to call someone. We had a book, in which
there was a prayer to God, asking Him to protect and help us in contacting only good entities.
Well, we formed the chain, said the prayer, and then after a little pause my friend (the owner of the hotel) asked "Spirit, are you with us? One
knock yes, two koncks maybe, three no". He said he had seen the light flicker a little, but since the other two of us hadn't seen anything, we
decided to ask for a more evident sign.
So, my friend asked again "Spirit, are you with us? Please, if so, could you give us a more evident proof, because if the light was an answer, we
haven't understood it. One knock yes, two maybe, three no".
Now comes the freaky part (it still gives me the creeps after 10 years). As soon as my friend stopped talking, we all heard two loud booms right in
the room we were in. We stared each other for a brief moment, then ran away from there.
We tried to reproduce those booms in every way, but of course we didn't manage to.
Personally, i think it was a warning. Probably a benevolent entity answered us and, since we were very young (14, 15 yrs old), decided to scare the
hell out of us in order to teach us not to mess with certain things.
Lesson learnt, believe me!
Well, i think we've been lucky, very lucky, because i've heard of similar things (especially those performed with Ouija boards) going bad.
[edit on 10-1-2006 by Sparhawk]