Once, when I was younger, for reasons unbeknowst to anyone, I had wanted to be a dancer. I said I was going to create my own style, an "exotic dance." My mother laughed and explained to me what that really meant, from which I learned an important life lesson: Don't use a word if you don't know what it means.
Using a thesaurus without a dictionary is akin to going to battle with a dagger and no sword. You see, Roget has a much looser interpretation of the word synonym than Webster. When you look in the thesaurus you will see a bunch of words with similar meanings, but there's a catch: The words can drastically change the meaning of your writing. For example, a thesaurus may list "shanghai" as a synonym for "steal." Now, "shanghai" isn't a bad word, in fact, maybe it's the one you're looking for. But if you try to use the words interchangeably, you'll only look foolish.
Even with words that are interchangeable, you must be careful of connotations of different words. For example, in a humorous context, perhaps replacing "annoy" with "molest" is a good idea; double entendres are amusing, after all. But in formal writing, these connotations may not be desirable and "irritate" or "bother" might be better choices. Similarly, in an unbiased piece of work, you may want to avoid the word "home."
So am I saying you shouldn't use the thesaurus at all? Of course not! However, take advantage of the resources given to you. You're on the Internet and thus can look up one word and view the definitions from several dictionaries simultaneously. Do so whenever you're not sure about a word, read all the usage notes," all the alternate meanings. You don't want to use a word you only half-understand.