More DBA job interview questions and answers at
http://dba.fyicenter.com/Interview-Questions/
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What are the steps you will take, if you are tasked with securing an SQL Server?
Again this is another open ended question. Here are some things you could talk about: Preferring NT authentication, using server, databse and application roles to control access to the data, securing the physical database files using NTFS permissions, using an unguessable SA password, restricting physical access to the SQL Server, renaming the Administrator account on the SQL Server computer, disabling the Guest account, enabling auditing, using multiprotocol encryption, setting up SSL, setting up firewalls, isolating SQL Server from the web server etc.
Read the white paper on SQL Server security from Microsoft website. Also check out My SQL Server security best practices
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