I suppose it depends on how much you like them playing with cursed items like this. If you don't like it you can hit them with something that's way over their head. If you like it, you can give them some less dangerous, barely cursed items along with the average ones.

To give them a challenge and a taste of the danger involved (big quest wink wink?) throw in some really nasty item, but make it somehow obvious that it is nasty. Give them a chance to try and keep it locked up somewhere safe while researching it properly to find out what they're dealing with. If they're not careful enough, punish them! If they do things well, let them get rid of it or use it as the sort of power they're always been looking for, but always keep some kind of cost/danger aspect present to stay in the feel. If they want it they must either be constantly vigilant or sacrifice something (or someone) for their power.