To my fellow Americans, remember not to do this with eggs from a grocery store. The way they are chemically treated makes them more likely to carry salmonella. It's much safer to do this with fresh eggs.
I don't believe that's true. You are probably thinking of the fact that egg shell becomes more porous when washed - if an egg is dirty or contaminated, washing it increases the chance for bacteria to get inside. I personally try when cracking eggs to minimize the amount of exterior shell that the egg touches, but I'm not sure how much that matters.
Eating raw or undercooked eggs will always be a higher risk. Further reading: