yes - You are kinda painting a target on yourself if you try something like that. Now, if you could do that, but remain somewhat anonymous, it could be a killer!
There are numerous website using celebrity names. They range from Fan sites to commercial sites. I see no legal problems using the name "anna-nicole-lawsuit.com" for a website about that topic. I would make it clear that there is no connection with her to the site. So long as there is no attempt to confuse people into thinking it is Anna's site. It would merely be a site about her as a public figure in the news. The key is to make sure you do not make it look like she is endorsing the site or in any way affiliated with it. I just purchased 3 domains with the string "jessicaalaba" in them. I am not concerned.