As the title says - they happen. One of the more common ones is detecting: Xzibit Rootkit, if we have the hdparm package installed. From my experience, rkhunter will definitely alert us when installed from Debian 6's official repositories, though Xzibit Rootkit can "pop up" on other distributions too. The bug definitely doesn't occur from Rkhunter 1.4.0 onwards. There are a few solutions: we can ignore it, uninstall hdparm (a silly solution), or use rkhunter's whitelist functionality. In the configuration file we find RTKT_FILE_WHITELIST and enter, one by one, the paths that Rkhunter falsely alarmed about. For example:

RTKT_FILE_WHITELIST="/etc/init.d/hdparm  /etc/init.d/.depend.boot"

Of course we must be sure before adding something to the whitelist.