Whenever you think you have found a bug in Blender, there are a few steps to ensure it is really a bug, and if so, that it is handled correctly. Following the steps set out below will make life easier for you, the user, and us, the developers.
Keep in mind that the bug tracker is not intended for feature or support requests.
Before you think of posting any bug report, consult first the bug tracker for an existing report on the bug you have spotted. Make sure you search from all bug reports, also closed and deleted ones.
It may very well be that the bug has already been spotted.
First try to simplify the process that triggers the bug, so that it is reproducable in the least amount of steps. The less steps there are, the easier it is for us to spot the problem in the code.
Very important is, that the bug is reproducable, that is, not occuring on a random basis.
A .blend or screenshot illustrating the bug will help speeding up the process. As in the previous paragraph, make them as simle as possible, so that the developers can spot the problem without too much effort.
Apart from the actual bug report it is always good (if not necessary) to include operating system, software (drivers) and hardware specifications of your configuration. Some bugs can be related to either area and including this information can help the developers pinpointing problems better. And let's not forget mentioning what Blender version you are using. If you are using a CVS build, please look in the splash for the build date (Help > About... ) and include that as well.
For example:
If you're still confident you have a valid bug report, please enter it into the bug tracker