I always tick the box that comes with the electoral roll registration form. That way, people cant get your details. THeres 2 registers, 1 for voting purposes, and 1 for public viewing. If you tick the appropriate box then you are off the `public viewing` register (which helps with pesky junk mail etc).
next time that registration form comes in, look for the bit about deleting yourself from the public register. It should actually be the other way round (you should have to tick to be included in the public register) but thats the way of our world