Of course the .gitignore file is showing up on the status, because it's untracked, and git sees it as a tasty new file to eat!
Since .gitignore is an untracked file however, it is a candidate to be ignored by git when you put it in .gitignore!
So, the answer is simple: just add the line:
.gitignore # Ignore the hand that feeds!
to your .gitignore file!
And, contrary to August's response, I should say that it's not that the .gitignore file should be in your repository. It just happens that it can be, which is often convenient. And it's probably true that this is the reason .gitignore was created as an alternative to .git/info/exclude, which doesn't have the option to be tracked by the repository. At any rate, how you use your .gitignore file is totally up to you.
For reference, check out the gitignore(5) manpage on kernel.org.