Good Question, I would like to know as well. Have you been adding PR0 Websites or are you noticing them linking to you?
I should explain a little better. You won't lose PR if someone is linking to you even if it's a PR 0. Your PR depends on the PR of the links that are pointing to your site as well as your internal and outbound links on your own site. A little advice on the PR 0 sites. If you're picking these up naturally don't worry about it. IF you're trying to build your link popularity, do a little research before trying to waste your time on a PR 0 site. If it has a PR 0 it is either too new to have any PR, does not have any worthwhile links pointing to it or it has been penalized. There are some sites that are PR 0 now but when the newest update of PR occurs they will increase their Page Rank. Many directories with a PR 0 have been penalized of late as Google is getting tougher on many smaller directory wannabes. In addition, even many directories with a decent PR on the home page have the listings so many levels deep that Google doesn't even cache those pages. If you don't want to research it that far than stick to link building from related content sites with some PR.
The shortest answer is NO. PR is all about backlinks. The more the backlinks, the higher the PR. If you get a couple of backlinks from PR0 page(s), your PR won't go down. Instead, it will improve when PR0 of those sites will increase in the next update.