The latest version of WordPress, version 2.3 has a small security floor. Small packets of information regarding your blog setup (blog name and URI) as well as your $_SERVER dumps are sent to the “mothership” together with what plugins you have installed and your current Mysql setttings.

lead developer Matt Mullenweg says that there is no quick option to turn this feature off, but already plugins are being used to disable it.
http://wordpress.org/extend/plugins/disable-wordpress-core-update/
http://wordpress.org/extend/plugins/disable-wordpress-plugin-updates/

Either you use Wordpress or you don’t
Matt Mullenweg

So why is our information being sent somewhere?
They could be spying on what wordpress users are installing and researching blog setups to launch another upgrade, or it could have been a mistake in the code (mm don’t think so..). Im not what they are going to gain from retrieving our setup and database information.

Read the original statement on Wordpress 2.3