For extra high security, you may wish to move your config.php file outside of your site's web root. If your web server is running properly it should be protected anywhere, but if there's a problem with the server at some point your config file might be exposed. Thus by moving it above the web root, you ensure that it will never be visible to anyone even if apache (or whatever web server you use) goes haywire and starts stops parsing PHP.

After moving the config.php file you'll need to tell WSN Links where to find it. To do this you'll create a tweaks.php file where you specify the path. If your config.php is two levels above your WSN Links directory, for example, you'd use $pathtoconfig = '../../';