On self hosted wordpress blogs wordpress logo on wordpress login or register page link to wordpress.org website.

If you want to remove WordPress.org link from logo of your wordpress blog then just add following links of code inside your themes functions.php file.

/* WordPress Change Login page logo link */
function change_login_page_url( $url ) {
    return get_bloginfo( 'url' );
}
add_filter( 'login_headerurl', 'change_login_page_url' );

Make sure to add above code inside PHP tag like

<?php
/* WordPress Change Login page logo link */
function change_login_page_url( $url ) {
    return get_bloginfo( 'url' );
}
add_filter( 'login_headerurl', 'change_login_page_url' );
?>

In above code links url is changed to your website url. If you want to link logo to a different url then use following code and replace mywebsite.com with your link.

<?php
/* WordPress Change Login page logo link */
function change_login_page_url( $url ) {
    $link_url='http://mywebsite.com';
    return $link_url;
}
add_filter( 'login_headerurl', 'change_login_page_url' );
?>