without a conf, where you set your rpc setting, they can't stole your wallet
never lost coins is this way, actually i never lost coins at all, and i have downloaded at least 100+ client here
Or make sure you use a really strong password, if you have trouble coming out with passwords try
http://pwgen-win.sourceforge.net/If you save your wallet backups on the cloud use
http://www.axantum.com/axcrypt/ to encrypt them
If you are really really really cautious encrypt your hard drive with
http://www.truecrypt.org/Ultimately you can buy a castle, hire some ninja fighters and dump some crocodiles and piranhas on the trench!
