Wordpres creates all links to comment author's site or pingbacks/trackbacks with "nofollow external" . This includes links to your own blog. Apparently this is bad for your pagerank according to this post:Pinging Your Own Blog Posts? Good or Bad?
On that article mentioned above, the author suggested that you can use a plugin that would make wordpress stop creating pingback links to your own blog. I didn't like that idea so here's mine: a plugin that will make wordpres NOT add "external nofollow" to the pings to your own blog.
The plugin doesn't require any configuration, just download, install , activate and forget about it.
UPDATE: The plugin is now hosted in wordpress plugins directory. That means you can install it dirrectly from your wordpress admin or go to it's page to download it: Follow Self Pings Plugin
The first version of the plugin had a small bug that prevented it from working on blogs that were installed in one directory and had the home page pointing to something else. This bug is fixed in version 0.2 . You should be able to update it from the plugin admin.