Duplicate of:
What common web exploits should I know about?
This is a security question.
What should I
I don't believe you can hack via the URL. Someone could try to inject code into your application if you are passing parameters (either GET or POST) into your app so your avoidance is going to be very similar to what you'd do for a local application.
Make sure you aren't adding parameters to SQL or other script executions that were passed into the code from the browser without making sure the strings don't contain any script language. Search the next for details about injection attacks for the development platform you are working with, that should yield lots of good advice and examples.