This is automatically prefixed to posts created using the mobile version of the forums. An option to disable this would be great, since it's a little unsightly!
Even if MacRumors would/could turn off the "wirelessly posted" tag, each and every time you visit a Web page, your browser broadcasts the user-agent header to the Web server hosting the pages you're visiting. Most servers record that info to the server's log file.
It's probably not a good idea to change your brower's user-agent string to include any sort of personal details about one's self, such as your name, SS#, or your mistress' phone number.
Wirelessly posted (This odd thing that I hold: Mozilla/5.0 (iPhone; U; CPU iPhone OS 3_1_3 like Mac OS X; en-us) AppleWebKit/528.18 (KHTML, like Gecko) Version/4.0 Mobile/7E18 Safari/528.16)
See above - 'This odd thing that I hold' is the name of my iPhone at the moment. This tag isn't shown when returned to the thread after posting via the mobile skin. It is also automatically stripped out when reading the thread via the mobile skin. So someone who only posts and visits via the mobile skin would never know that potentially private information about them was being displayed in the thread.
EDIT: I've just tested it with a different iPhone name, and the tag hasn't changed. So I'm not quite sure what the current situation is.