Well, you'd be smart to keep your HLDS updated. I have a thread stickied in this forum for another updated version that fixes a few exploits.
Server hacking isn't a big concern. There's only a handful of people in this community that would have the know-how to get into your computer. Its more of a hassle to do that anyway... A suggestion is to not hold grudges with anyone. Don't give them a reason to hack you, and you shouldn't have a worry.