Much like that other great Keanu Reeves vehicle, Bill and Ted's Bogus Journey [1], The Matrix: Reloaded centers around the hero's journey into the Underworld. Frazier, in The Golden Bough [2], notes that it is a prophetess—in this case, the Oracle—who sends the hero off on his journey, from where he returns with special knowledge. And, of course, that's just what Neo does, though it would have been a while lot more amusing if he'd had Alex Winter along. (The Oracle probably isn't entirely benign, by the way, even though she may not consciously intend any harm: She is, after all, the one who sent Neo on the path to the Core.)
Via Resilient [3], “CORPORATE MOFO reloads THE MATRIX [4]”
A very interesting article on Matrix Reloaded [5]; it even offers a theory as to why Agent Smith was still so antagonistic towards Neo when, from what was said in the film, there is no real reason for the animosity (which was another problem I had with the film [6]).
[1] http://us.imdb.com/Title?0101452
[2] http://digital.library.upenn.edu/webbin/gutbook/lookup?num=3623
[3] http://www.livejournal.com/users/resilient/543555.html
[4] http://www.corporatemofo.com/stories/051803matrix.htm