Just in case you haven't heard of this yet: GnuPG<= 1.4.5 contains a remotely exploitable security issue which has been fixed in 1.4.6.
You should really upgrade ASAP, as this problem can (theoretically) occur when GnuPG decrypts/checks encrypted email messages/signatures (for example).
If you're running Debian unstable: apt-get install gnupg