Few days back, my non-adult WP site was infected with a malicious code. I only realized it when I opened my site and it was redirecting to some site in Russia. In my next attempt, I somehow managed to check the source code of my site before it could redirect and immediately informed my host. Host found the malicious code and immediately removed it. There was a huge dump of malicious code in the footer of the page.
Luckily, no sensitive information was transmitted as I use OpenDNS. When I checked the OpenDNS logs, I could literally see the entry as blocked. If I hadn't been using OpenDNS, any sensitive data could easily have been transmitted.
So far, I have found no traces as to which plugin or theme this infection came from. So its a bit difficult to answer your question. But may be you can get more information on this in the WP forums.
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