One word: encryption! Encrypt your data using a strong cipher. Avoid using programs such as FTP, Telnet, Remote Shell (rsh), etc, which use clear text and can be easily sniffed. Instead, use Kerberos tickets for your LAN, private/public key pairs for transfers, VPN for remote connectivity, SSL for commerce site, and encryption (EFS) for Win2K. Prevent unnecessary services and ports from going through your routers and firewalls. Read through my series for security tips on configuring Secure FTP (SFTP) and SSH2 Server; protecting your border routers and firewalls; securing your web servers and database servers.
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