It appears that HBO has filed a trademark for Game of Thrones, specifically for merchandising. Here is the part of the document that deals with the trademark request. This document was filed on Dec. 9th. It looks like it is actually a renewal of a previous filing from back in June. There were 5 other similar applications, the only difference being the type of merchandise listed.
Winter Is Coming: I don’t think this means that a pick up announcement is imminent. It might just be standard procedure for HBO to do with all pilots to protect their intellectual property. It seems that way based on the fact that they originally filed in June, prior to the pilot even filming. But the fact that they felt led to renew the trademark seems to be a good sign. More evidence to support the speculation that they will order at least one season.
[Thanks to Jonathan who sent this in!]