If you're asking important about important steps to take to ensure that your server is secure, be it a file server, web server, DNS server, etc., there's a lot of different things. For example, use something like dm-crypt or Truecrypt 7.1a to encrypt your drives, if you're using Windows you should disable unnecessary internet services such as telnet and SMTP (or at least change the port number), and if you're not the only user on the server, be sure to restrict file access to their own users.
And be sure to remember that the most secure server falls on its knees to social engineering from a susceptible individual.
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