Well, you can start by reading this:

http://www.linuxsecurity.com/docs/LDP/Security-HOWTO/

That should get you as far as understanding what goes into securing a linux host and take you through many of the steps you'll want to take as well.

You can also use Bastille, which automates a large part of the process:

http://www.bastille-linux.org/

To round out the above two, you may want to check out NSA's Security Enhanced Linux (http://www.nsa.gov/selinux/) and read through the documentation.

Lastly, try www.google.com. Searching for "hardening linux" or "linux security" turns up a ton of relevant hits.

Cheers,
<0