Wordpress.org gives some standard suggestions on how to make wordpress more secure: http://codex.wordpress.org/Hardening_WordPress
same stuff in a video here:
some of topics were
making sure the files and directories and chmodded right
putting wp-config a directory above root
changing the name of the admin account to something else...
bunch of other stuff
I already installed three blogs now I'm feeling paranoid about WP vulnerabilities.
Has anybody's wordpress blog been hacked here on PS? What happened?