Depends what type of 'whois' client you're using. If it's a referring system, it will first check the whois root at rs.internic.net, and then make a secondary referral to the whois server of the registrar. The risks discussed above still apply, as the registry server can keep a record of the search.
What you need is a whois server that does NOT do referrals.
Web:
http://www.internic.net/whois.html
*nix command line: whois -h rs.internic.net domain.com