How can a connection between the client and server be made secure?

There are basically two mechanisms to protect the connection between a client and a server.
1) The operating system: You can use any mechanism offered by the OS to protect the connection between client and server. This typically includes : firewalls, vpn and any other line of defense.
2) You can use 'Kerberos'. Kerberos is a mechanism where every message between client and server is authenticated and if needed encrypted. See the following link for a detailed description: http://web.mit.edu/Kerberos/#what_is