The version number of your Wordpress installation can tell a hacker a lot of information. Different version numbers have different exploits so making the information public effectively speeds up the process of someone getting into your system.
Don’t help them by eliminating some of the work.
Place the follow code in your functions.php, which should be in your current themes folder. If the file isn’t there, create it.
<?php remove_action(’wp_head’, ‘wp_generator’); ?>
This code was found at: http://gist.github.com/167926