The app on MoDaCo's 1.1 rom, "Superuser Permissions" helps with this (EDIT, just saw jmhalder beat me to this.) It asks you each time root access is requested, and you can choose to allow/deny or always allow/always deny. This is a firewall of sorts if you think about it. I most certainly would NOT choose to always allow, unless of course, I wrote the app myself.
It's good practice to police your own stuff. Be careful, because there ARE bad people out there, that would like nothing better than to screw up your stuff just for the fun of it.
Bottom line, as a previous poster mentioned, do your homework!
Sprint HTC Hero - Rooted
Sprint HTC Evo - Rooted
Sprint GS3 - Rooted
^^^Check out my first two of many Android apps, Decide 4 Me - LITE and Decide 4 Me in the market today, and please give me some good stars and comments if you like them!