Well, not necessarily. If I let myself, I tend to get attached to people too easily; I can't help it. So, once, I loved a girl, and she liked me too. But, while I was on vacation, her feelings changed, and, when I came back and figured that out, the fact that I loved her made everything worse. I let myself become attached to her too easily. But, in your case, since you've been dating him for a month, I think it's only natural to like him a lot. I'd try to slow yourself down a bit, though. Make sure you know what you're doing. Once you're sure, it's not really a bad thing. Does that make sense?
According to me loving someone a lot is not bad but loving too much is what is bad. Loving too much might make you think more about him than you do to yourself therefore may end up wanting to be with that person every time. Moderation is the key concept.