When registering a domain, I recommend paying extra for Private Registration (At GoDaddy.com, where I register my domains, it costs an extra $10 per year or so). Otherwise, the personal contact information you used during the domain registration process is public and easily accessible to anyone.
If you are unsure whether or not you are protected, simply go to Whois Lookup and enter your domain name. If yours is not private, you'll see your personal information listed in association with your domain.
To make your info private, contact your host.
If you use GoDaddy.com:
- Login to your account
- Click "Advanced Details" next to your domain name
- Under "Domain Enhancements" find "Privacy"
- Click "Manage"