One simple way to protect yourself is to ensure that you have the permissions set on your files and directories. The following settings are the recommended permissions:
.htaccess............644
configuration.php... 644
Directories .........755
Files............... 644
While these are recommendations, your particular needs may be different and you should adjust accordingly.
When you set up your site, there are several different methods to manage users and their permissions. The permutations are numerous and I would suggest you to pick up a copy of Barrie North's book:
The Joomla Admin Manual: A Step by Step Guide to a Successful Website
Or
Joomla! A User's Guide
You can find both of these at joomlabook.com or Amazon.com
Later, we are going to learn about tools to help you post-install. However, if you have taken these steps, you are doing very well indeed.