No, there would be no problem as long as the additional amount withheld was sufficient to pay the additional taxes. If you don't have enough withheld then you could incur an underpayment penalty depending on the amount of tax that you will owe on your tax return.
http://www.irs.gov/taxtopics/tc306.html
http://www.irs.gov/faqs/faq/0,,id=199807,00.html
http://www.irs.gov/publications/p505/ch04.html
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