Jerry Bryant posted Microsoft Security Resource Guide - November 2004 (list of tools, guides and trainings) to his blog:
http://msmvps.com/secure/archive/2004/11/24/20647.aspx [via Valery Pryamikov]
[Added 12/01/2005] Also very good information about building secure infrastructure is located in Microsoft System Architecture papers - “recommended, standardized, and tested blueprints for building a secure, scalable, highly-available, and manageable information technology infrastructure”. Last version (1.5) of MSA Enterprise Data Center (EDC) is available for download.