The German website TecChannel successfully hacked some routers using Cross Site Request Forgery. The attackers use open sessions to the router web interface and change the routers configuration by directly POSTing to its web interface.
There is a simple rule to avoid this: Whenever you change the settings of your router (using the web interface of course) make sure all other tabs and windows (of the same browser: IE, FF, etc.) are CLOSED! After reconfiguration, LOGOUT of the router’s web interface!
ARTICLE (German)