You can further bolster the security of your XenDesktop Site by installing SSL on both the Studio and the Director servers. Both Studio and Director are web-based interfaces, so they run on IIS. To secure these, you can install SSL on IIS.
To install a server certificate on the Studio and Director servers running IIS, you need to create a certificate request, submit it to a CA, and then install the issued certificate in IIS.
To implement SSL on IIS, follow the Microsoft article at http://support.microsoft.com/kb/299875.