I haven’t been using WordPress for all that long so I’m not sure how much of a problem this actually is, but this post How to Stop Your WordPress Blog Getting Hacked over on SEM Labs has some good security measures that are probably a good idea to put in place just in case.
I did what ones I could. Some measures are dependent on where and how you have your blog hosts. I’d suggest doing what you can, make regular backups and hope for the best. 🙂