basically, if you pierce your nipple, it usually is pierced across the, for want of a better word, tube that the milk comes out of for breast feeding. therefore when the piercing heals, the tube is effectively cut off, althoguh this doesnt happen to everyone.
also it's far more serious if your nipple gets infected than if your belly button gets infected. one of my friends has no nipple on her left breast because of it. and it can be the ultimate pain if it catches on clothes.
however, if its what you want, i'd talk to a hygenic piercer or a doctor.