If you run Wordpress < 2.8.2, you might want to consider updating your installation as older versions of the CMS are prone to a XSS vulnerability.
“WordPress 2.8.2 fixes an XSS vulnerability. Comment author URLs were not fully sanitized when displayed in the admin. This could be exploited to redirect you away from the admin to another site. Download 2.8.2 or automatically upgrade from the Tools->Upgrade page of your blog’s admin.”
Read the post at the Wordpress Development Blog.
