This indicates an attack attempt against a Cross-Site Scripting vulnerability in Wordpress.
The vulnerability is caused by a lack of sanitizing of the parameter "zmx" that is passed to "themes.php". A remote attacker may be able to exploit this to execute arbitrary code within the context of the application, via a crafted HTTP request.
Wordpress Version 2.2
System Compromise: Remote attackers can execute arbitrary script code on vulnerable systems.
Currently we are unaware of any vendor supplied patch for this issue.