Warning: don't use -server or bitcoind where you web browse (v0.3.2 and lower)
Don't use the -server or -daemon switch or run bitcoind on a machine where you use a web browser. It opens port 8332 on 127.0.0.1, the local loopback address, and you wouldn't think that web browsers could cross-site access it, but it is possible.
We're working on a release soon that puts a password on the JSON-RPC interface, but until then, avoid using the -server switch, and don't web browse on the same machine where bitcoind is running.
The JSON-RPC HTTP authentication feature in 0.3.3 solves this problem.