The remote host is missing an update to the system as announced in the referenced advisory.
The following package is affected: sudo
CVE-2005-2959 Incomplete blacklist vulnerability in sudo 1.6.8 and earlier allows local users to gain privileges via the (1) SHELLOPTS and (2) PS4 environment variables before executing a bash script on behalf of another user, which are not cleared even though other variables are.
Solution: Update your system with the appropriate patches or software upgrades.