I just found out that two of my downloaded free WordPress themes had links to websites that I did not authorize. At first I found this on http://www.liebwerks.com and thought it was caused by a virus. But actually I installed this theme myself and never checked it!
In the footer.php there was a link to a website I did not put in there. It was hidden in a base64_decode() php function so when editing the file you can’t see what it is actually doing until it renders on your WordPress page.
Here is a good article on the this problem:
http://www.tech-evangelist.com/2010/06/16/beware-free-themes/