In general, a virus consists of some genetic material and some method of getting that genetic material into a cell. You can swap out the virus's own genetic material for the genetic material of your choosing, and the delivery mechanism will still work. If you use HIV's "delivery system" to deliver genetic material that encodes a cancer-fighting protein, then you get cancer-fighting T-cells (a type of immune cell), since HIV targets T-cells.

This is a massive oversimplification, of course. But anyway, the harmlessness of the viral vector depends on how efficiently you can separate the virus's delivery mechanism from its own infections genetic material.