Recently many Joomla sites have been attacked by hackers who overwrite the Joomla! configuration file. Two important points:

1. Make sure the permissions on your configuration file are read only.
2. Check to make sure that every component you install has this line at the beginning of each php file:
   
   /** Ensure this file is being included by a parent file */
   defined( '_VALID_MOS' ) or die( 'Direct access to this location is not allowed.' );