First check out the sites listed here:

[link|http://twiki.iwethey.org/twiki/bin/view/Main/MicrosoftSQLServer|http://twiki.iwethey...icrosoftSQLServer]

Then after learning the basics or if you already know them, check this site out:
[link|http://www.sqlsecurity.com/DesktopDefault.aspx|http://www.sqlsecuri...sktopDefault.aspx]

I like their quote:
"There is no 'patch' for stupidity."

Then here:
[link|http://vyaskn.tripod.com/sql_server_security_best_practices.htm|http://vyaskn.tripod...est_practices.htm]

Then here:
[link|http://www.microsoft.com/sql/techinfo/administration/2000/security/default.asp|http://www.microsoft...urity/default.asp]

Good luck!