Pictures. Words. 1:1000.
Check out Michael's blogcast on adding some scripts to the Windows Server Reskit tools to imporve your network security. If you're not on Windows Server 2003 SP1 - which includes the RQS Agent in Add/Remove Programs - there's a more recent version of the tools on the Download Center here than was featured in the Reskit (install the Resource Kit Tools version first), and an ISA 2004 set of additional utilities here.
The Secguide blog has a ton of great security content links.