Play with the malware is the same as play with fire, you have to test in a virtualized environment : VM or Shadow Defender.
Many new malware contain anti-virtualization and anti-debugging routines in order to deceive the tester, that seeing the malware inactive (sleep mode), he believes that the sample is not dangerous, lowering his guard on it.
Serious error, working with malware, requires a great ability and insight, and no real malware analyst will test samples on the host PC.