It's dangerous because shell interpretation can change the behavior of your program in surprising ways. Command line programs work with positional parameters, and when you subject your command text to shell interpretation you have to very careful in the way you write the command to preserve those positional parameters.
For instance, this looks like it will invoke cmd with three arguments:
system("/bin/sh", "-c", "cmd $one $two $three");
Of course, what really will happen depends on what the strings $one, $two and $three contain.
That's why I like to avoid invoking a shell either explicitly or implicitly when calling external programs.
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