You can find a checklist that lists the most important issues that you should pay attention to in order to develop secure applications here:
www.sdn.sap.com/irj/servlet/prt/portal/prtroot/docs/library/uuid/4ab8b3bb-0601-0010-7b82-e392df20392a
You can find the SAP NetWeaver Developer's Guide here:
www.sdn.sap.com/irj/sdn/developersguide