This is Navixia's list of Links and Tools related to Security.

Security Tests 

Test your DNS configuration  http://www.dnsstuff.com/
Test your proxy configuration http://www.eicar.org/anti_virus_test_file.htm or http://www.lagado.com/tools

Security Tools 

Free SSH client for windows  Putty
Free SCP client for windows  Winscp or FileZilla
Free sniffer for windows Wireshark
Free LDAP browser Softerra
Microsoft Baseline Security Analyser MBSA 
Sysinternal PsTools

Security Links

Google Hack http://johnny.ihackstuff.com/
Find vulnerabilities for your devices in CVE database http://www.cve.mitre.org/cve/