Here are some tutorials on general PHP security.
It is important to make sure you are always filtering input and escaping output in your PHP code. Here are some tutorials that will teach you more about this. If you fail to do this, your site may be vulnerable to cross-site scripting attacks.
Be aware of some potentially dangerous issues in PHP such as register_globals, allow_url_fopen, magic_quotes_gpc, and display_errors. Also take a look at the general programing code security resource page to learn about various attacks by hackers and how to prevent them.