This is a very good article.
So, How can we prevent our computer from attacks.
1. Deny rights to syslogins.
2. Deny rights to xp_ procedures
3. Make your sa password lengthly (according to the white papers it will take only 13 seconds to crack a 8 characters password.
4. Include upper level characters in your password (ALT+) key
5. Monitor the trafic