I think the bigger thing is whether the oil is hydrogenated or not. I guess that is a process for taking an oil and making it solid or more solid and it produces trans fatty acids, which are bad for you.
Like so many things today, in it's natural state it is one thing, but after we cook it and inject and manipulate the molecules and put in the additives and such what we end up with is very different.
At least thats my limited understanding of the subject, it's not the oil it's the way it's processed.