In your blog's Site Stats, you have a section labeled "Referrers." A referrer is a record passed along by the user's browser which basically says, "I came from this site." Unfortunately, referrer records are easy to fake, leading to what we call Referrer Spam.
Referrer Spam is not a new problem by any means. It has plagued sites all across the web ever since the very first referrer was ever recorded, but it can certainly cause plenty of confusion as you're trying to figure out why a financial success site decided to link to your humble blog.
Like Comment Spam, Referrer Spam is primarily left by bots, but it can also be left by legitimate visitors infected by a virus or using a shady browser add-on or toolbar, which makes blocking these spammers a very slippery slope. Rather than block them, we have gone the route of filtering them from your stats via Akismet.
In the future, we plan to have an easy way for you to report Referrer Spam, much like you do with Comment Spam. For now, please contact us via http://en.support.wordpress.com/contact/ and file a private request (if the option presents itself) to report any Referrer Spam that you see. Due to the volume of Referrer Spam reports, there is a strong possibility that we may not reply. Rest-assured, if you submit it, we'll filter it.
Please, do not post about Referrer Spam to the forums, as we don't want to provide any further publicity for the spammers.