Security for your site on any form of shared hosting is ALWAYS going to be a pain in the padded behind. I mean, no host in their right mind will give you root access to the box, as you could easily bring down the whole thing, and that’s a number of customers that are going to be mightily pissed off.
Step up: Firewall Script. DaveN (a relatively reknowned SEO) first mentioned this a number of weeks ago, and it is slowly building up popularity. For just over £40, this PHP based firewall will plug into just about any php or mysql based site, giving you protection against the baddies of the world, including: xss and sql injection! Vbulletin, WordPress, InvisionPB, Mambo, SimpleMachines and Drupal are all covered, meaning you don’t have to worry about applying the latest updates, etc.