WordPress developers take security very seriously, and many security experts evaluate WordPress’s code for flaws. Security updates are made frequently to keep users safe. However, there are some extra steps you can take to make a fresh installation of WordPress more secure and protect against future attacks. Remember, no system can ever be completely secure,
More at: http://weblogtoolscollection.com/archives/2010/04/15/how-to-improve-basic-security-on-a-fresh-wordpress-install/