Or, as it turns out, phase herself into the middle of one, and be shot at the Earth. In what rapidly became a rather disturbing metaphor for her relationship with made-of-metal Colossus, Kitty was trapped inside a disturbingly large phallic object and forced to merge with it in order to save the World. She's been riding inside the thing ever since, in a somewhat crude reversal of the typical woman-sex toy dynamic. In all honesty, it wasn't the best story ever told, and the logistics of a giant space bullet are really confusing to work out, which is why Whedon chose to go with the don't question it - magic" approach during the storyline.
Now Kitty is coming back, as revealed at the end of Uncanny X-Men #521 and, more widely, during the maddeningly blunt advertising campaign for Uncanny X-Men #522, which may as well have shoved a giant metal bullet up the arse of every single X-Men reader, for all the subtlety involved in the campaign. Magneto is pulling the bullet back through space, and let's not forget the logic of that happening, and Kitty will land back on Earth just in time for the mega 'Second Coming' event. Why is she coming back now? Well, that's not particularly clear.
The in-story explanation is that Magneto needs to prove himself before the rest of the X-Men, and show that he isn't actually evil at present. Out of the books, it seems that the X-Men staff are struggling to get across to the reader how exciting the events of 'Second Coming' are going to be, and need to make a show of faith to the readers that important things really are going to happen. By returning Kitty to the X-Men, they close off a dangling plot point of one of the most successful recent X-Men runs, and show that they are willing to contradict even Joss Whedon in order to entertain the readers. The return of Kitty Pryde is an offering to the readership that Second Coming isn't going to be a somewhat trashy and exploitative rerun of Messiah Complex, only with a lot more death, because they are trading in Shadowcat as an exchange for the characters who will die come April.
Anyway, here's a picture drawn by Mark Brooks, which pays tribute to 'Dr Strangelove' and shows off the odd sexual vibe between Kitty and her bullet, in a picture which is kinda celebratory and kinda sadomasochistic: