Technically you're not supposed to because of the theoretical risk. I laughed when I saw an MS broadcast several months ago. In the transcript, the doc went to great lengths to state and restate that it was not possible to boost the immune system - otherwise everyone with HIV/AIDS could just take supplements. He advised not taking them because of the fact that they were useless.
That being said, I don't think they're useless...

I don't take purported immune boosters on a regular basis, but when I get sick, I do load up on Airborne (mostly vitamin C) and I'll drink Echinacea tea. I figure it's a washout - being sick can cause exacerbations so if these purported immune boosters can knock it down sooner, the excess WBCs are in my system a shorter time, then go away and I'm sick for less time (or not all) instead of producing excess WBCs on my own for an extended period of time.
Now I have to admit, that is my very own silly unscientific theory, but it's why I don't have a problem taking things that might boost my immune system when I'm sick.
Some docs will advise against any supplemental antioxidants because of the theoretical risk for boosting the immune system. I take CoQ10, Vit D, and several other antioxidants because I think the known benefit outweighs the theoretical risk.