Your intellectual rights to a work cannot be compromised as such by publication. You do retain those rights as long as you are the originator of the material. But in a practical sense, material published in an indiscriminate manner can become subject to fair use laws. While this doesn't mean that your rights to the material are compromised, it can mean that other parties in the public domain gain certain practical rights to use it in limited ways.

Also, if you "publish" material yourself, you tend to compromise the exclusivity of the material. In the eyes of any potential commercial publishing venturn, for you to publish your work independently and then try to sell them the right to publish that same work is seen as something close to trying to sell them the right to publish material that you've already had published by one of their competitors (this is particularly true of those publishers that literally regard the internet and independent publishing industry as competitors ).