Assuming you have XP and are either using a router / Modem.

Things that should be done.
1) Install XP SP2
2) Install all OS Updates.
3) Install latest SQL Service pack
4) Have no OS users loggins without passwords , Including Administrator
5) Have no SQL users loggins without passwords  Including SA
6) If using MSSQL Mixed mode See 5
7) Configure XP Firewall.
8) Run free MS Base Line Security Analyser, (Its free) and implement any
relevant changes.

If all of the above are done then you should be resonably secure.

Hi,
what is your system's name ! right click on my computer -> properties ->
computer name HERE YOU WILL FIND YOUR COMPUTER NAME
now the second step is to run this query in Query Analyzer

select @@servername
the out put of this query and the name with above process should match .
Or HAVE YOU CHANGE YOUR SYSTEM NAME !?

WOULD YOU BE MORE SPECIFIC !?

Regards