Securing or "Hardening" your server is beyond the scope of this document but is an important step to creating a secure environment for your data.
Most hosting providers will provide this service if you have a dedicated machine so you should work with them to make sure your machine is as secure as possible. Below are some links that will help you.
Linux Kernel Hardening
Installing and Securing IIS Servers
Securing Apache
Securing PHP
Securing MySQL
Please note, that if you are on a shared server you must rely on your hosting provider to secure your server for you.