The following link will provide you with some basic procedure. http://www.hackerhost.com/the-council/securelinux.html
Also install all the latest patches from the vendors site.
If you want to get down and dirty.....You can follow procedure on this link http://www.linux.org/docs/ldp/howto/Security-HOWTO/index.html
~2ndLt.Raekdoe
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