I find that Tecumseh caused it. Or his brother, The Prophet. Or maybe the arrangement of the stars. Anyway, here's a discussion in Snopes.com.

There is no more sense in such a curse as there is in the "Curse of King Tut." (You can check that one out yourself.)

Given the current occupant of the White House, I'd add "Unfortunately," except...Dick Cheney??? You REALLY want Dick Cheney?