The women taking 4000 IU of vitamin D also has a reduced risk of infections. There were no adverse effects found for this level of supplementation.
If you think you live in a sunny environment and don't need vitamin D, consider this:
"All the women taking part in the study were living in Charleston - in sunny South Carolina. Overall, 85 per cent were either insufficient, or "frankly deficient" in vitamin D when the study began." - Dr. Carol Wagner, a pediatric researcher at the Medical University of South Carolina
This adds to the list of studies indicating that the vast majority of people are deficient of vitamin D, even if they live in sunny places.