I don't think it is the security of the server that would be at fault, rather your
website hosting. I am sure that the server has the appropriate modules installed to protect against such attempts, but you may have scripts running on your
website hosting that are vunerable to attacks, hence your
website hosting may be at risk to a hacking attempt.
May I ask, what is your
website hosting? Also, who were the group of hackers that told you they could hack the server, and what is their reason for doing so?