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I have built a speical-purpose server, the only purpose of this server is to download some data from a remote(internet) data feeder and do some data processing in the server as well.

The only internet connection I need is the connection to remote data feeder, the data feeder has a static IP address.

What are the best security measures I need to take to protect my computer from being infected by virus/trojans and prevent unauthorised access from internet?

Its a Windows server, and there are firewall and anti-virus software installed, btw.

I am familiar with HPC applications, so I know some C/C++ stuff, just in case if needed.

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    Accessed illegally? None of us are lawyers (i'm guessing), none of us are your laywer (i'm certain), and none of us know what what laws you and/or your server might fall under, since we don't know where you are.
    – mfinni
    Dec 23, 2013 at 22:30

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The best security measures are properly-configured firewalls and AV software. You say you have it; let's hope you've properly configured it.

Since nothing on the server should be publicly accessible, don't allow any traffic to hit the server that it didn't request. This is usually accomplished with a stateful firewall.

If the firewall is a piece of software running on the server, that's usually doin' it wrong, if that's the only layer of defense you have from the internet. If there's a bug in your host-based firewall, then you're open to being owned.

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