Security is a never-ending battle when it comes to servers - there is always the threat of a malicious attacker gaining access to your systems and causing damage.
Fortunately, there are a number of steps that can be taken as detailed in how to secure your server that will minimize the possibility of your CompleteFTP server being compromised.
The most important of these is to keep your software up to date with the latest patches (both CompleteFTP and Windows), and to actively monitor your system for signs of intruders.