If they get hit by an asteroid, they are really screwed. They probably won't be hit by an asteroid though. The odds are 20 zillion to 12. Okay, it doesn't say exactly what the odds are, but whatever they are, it's not likely.
They do pass close to a fairly big asteroid though, and take readings and such.
They shoot a probe at it, which is really just a hunk of metal to knock dust off the asteroid so they can analyze it.