This is a lesson learned by many many people over the years, though not often right away. It's sort of like a ball game: most often the balls don't fly out of the park, players strike out. There are other sayings that have accrued over time about actually fooling around at work, the most cogent I remember as "don't **** where you eat".
I did have a friend who dated and then married a guy, a salesman to their company, who was expressly among the numbers of those noted in the corporate rules as no-no's. Sometime later, she started her own company, and I think they are still together.