This question may have made it seem like natural selection is a harmful process -- be wary of this. To understand this, you have to note something known as heterozygote advantage. All this means is that the heterozygotes, the organism that expresses both the dominant and recessive alleles, rather than the homozygotes, organisms that express both dominant or both recessive alleles, have an advantage. An example is with sickle cell disease. People heterozygous for the sickle cell trait are more resistant to malaria for some reason, whereas the homozygotes are not. Because heterozygotes (which have a harmful allele and normal allele) have the advantage, natural selection selects for this trait and favors it. This leads to the "persistence of harmful or even lethal allele[s]." Again, just because the organism has a lethal allele isn't necessary always a bad thing. :)
