K. Marx and F. Engels, The Communist Manifesto: No surprise here, probably everyone who has studied sociological or political theory has read it.
Mao Zedong, Quotations from Chairman Mao: I did indeed pick this up out of curiousity when I was very young, and found it quite opaque. A line I remember: "A revolution is not a dinner party."
K. Marx, Capital: Charmingly, they give the title in German, even though it is eminently translatable. I'll happily confess to not having read the whole thing.
A. Comte, The Course of Positive Philosophy: I am a little puzzled as to why this is on the list, but then there are a lot of things about the mind of this panel that could be thought of as puzzling.
F. Nietzsche, Beyond Good and Evil: Not my favorite of his books, really, but still Freddy gets blamed for a lot of stuff that wasn't his fault.
They also have a list of 20 "honorable mentions" that did not make the list, of which I have read 9. For my own part, I stand by my position that the most dangerous book is a heavy one on the top shelf.
Update: Another point of view ... the American Library Association maintains a list of the 100 most challenged books, which people have requested be removed from library collections.