Amazon is pushing the 3.1 update over WiFi connections. If you use WiFi, you are going to be updated eventually.
I don't want the 3.1 update because it removes the location numbers from the bottom of the page. ( I don't want to have to press the Menu button to see them.)
You can install the 3.1 jailbreak, and it will prevent Amazon from automatically updating your Kindle.
3.1 Jailbreak Thread