a "fallen" angel is one that "fell" from heaven. ie, they aren't doing God's bidding.
The book of Enoch (which can be found in (hopefully) your local bookstores) explains it. i haven't read it myself, yet, but i would like to. i don't know whether this book is true or just philosophical theory, but it's probably worth a read anyway.
why they'd want to harm us? well, why would any human ever want to hurt another human? even a complete stranger? happens all the time. this might indicate that there are some fallen angels who are not evil, but i have no idea if that is true.
another good book that you could read is "Angels for Dummies". It provides objective views on all the philosophy and religion and other such things that surround angels. I've read a few pages so far and would like to read that one further as well.
~kakkarot
From a post ive just read, a demon is a fallen angel,whats a fallen angle? is it an angel that was killed? Why do they want to attack us? if they were angels, why would they be so evil if they were previously an angel?