There are a number of things you can do, a quick Google search offers plentiful resources on ways to improve wordpress security.
Most of them mention a few key things:
- Keep Wordpress up to date. This is super important as, when security flaws are discovered in wordpress, they are generally pretty quick to provide a fix.
- Don't use "admin" as your administrator login name. This used to be the default, which made it easy to guess, Wordpress 3.0 now asks you to provide a username of your choice. Don't use "admin"
- Use a strong password. Try using a password generator somewhere that gives you a long password with alphanumeric characters of varying case as well as symbols.
- Don't grant unlimited access to the wordpress database user. For example, your wordpress database user probably doesn't need permissions to DROP tables.
There are more, somewhat superfluous, things you can do to further hide things from outside users. Take a look at the pages that come up with the Google search I mentioned earlier.