I woke up this morning and see that WordPress released a new version yesterday. The new version 2.6.2 is a security release.
It looks like the security exploit they patched is a fairly low probability complex hack involving randomized password generation and a bunch of technical blah, blah, blah.
Even so, you probably should think about upgrading your WordPress installation to this version fairly quickly. Upgrading is especially important if your blog or web site has a higher profile, PageRank, or traffic levels.