You might have read recently that there have been ongoing SQL injection attacks against vulnerable web applications occurring over the last few months. These attacks have received recurring attention in the press as they pop up in various geographies around the world. These attacks do not leverage any SQL Server vulnerabilities or any un-patched vulnerabilities in any Microsoft product – the attack vector is vulnerable custom applications. In fact, SQL Injection is a coding issue that can attack any database system, so it's a good idea to learn how to defend against them.
In order to help you respond to and defend yourself from these attacks, Microsoft has an authoritative blog including talking points and guidance. You can find this at http://blogs.technet.com/swi/archive/2008/05/29/sql-injection-attack.aspx.