I agree that several scenes in Event Horizon were 'disturbing'. I just find that 'disturbing' and scary are two different things. Event Horizon was disturbing, but it completely failed to build up tension, or to be genuinely scary. It ended up replacing fear with disgust, tension with volume, and scares with gore...
Of course, this is only my opinion...
P.S. I believe, actually, that one of the scariest movies I have seen is actually "The Ghost and the Darkness". Tension was built up very well... And it is made scarier knowing that it is a true story.