After having (very easily!) installed RSFirewall, it really worked from the first minute on. It gave hints what to change in the configuration to make the site more secure. And it really protected the site against all kinds of hacking trials I encountered in the following weeks.
And what is more the support is excellent. Really the best support team I ever dealt with.
Yes, it costs some money. But you get a high quality product and an outstanding service for it.
Many thanks to all the very nice, very professional people at RSJoomla.
So all in all I reccomend RSFirewall to everybody being responsible for a JOOMLA! driven InterNet-site.