When you execute a SQL query, you have to clean your strings or users can execute malicious SQL on your website.
I usually just have a function escape_string(blah),
A great thing to use in PHP is the PDO. It takes a lot of the guesswork out of dealing with securing your SQL (and all of your SQL stuff in general). It supports prepared statements, which go a long way towards thwarting SQL Injection Attacks.
A great primer on PDO is included in the book The PHP Anthology 101 Essential Tips, Tricks & Hacks by Davey Shafik etc. 2nd Ed. Makes learning a breeze and is excellent as a reference. I don't even have to think about anything other than the actual SQL Query anymore.