I think it will only bring on negative influences if you let it. Remember, horror movies are just stories. They aren't real. When I find myself getting scared watching a movie, I always remind myself that it's just a movie, and I let the fear transform into a fun thrill. However, I still stay far away from torture type movies like Saw, and the ones that are super gory and sadistic. I don't watch them because they put me in a bad state of mind.
If you find you don't like how horror movies make you feel, then don't watch them. But if you're curious, it won't harm you to indulge in The Orphan. Just watch it with friends! And if you get too scared it helps to make jokes about the movie and how silly the characters are.