you are not safer against sql injections etc just because you have a domain name, if that's what you mean. But, if you mean that they'll find your phpmyadmin directory... just move it to a virtual host or even an external host, instead of buying a new domain. But phpmyadmin isn't really the invulnerable part, gesior/modern is.
yes there are root kits detectors, but don't just check for .exe (or other executable files), the most common is that they upload shell php scripts and stuff, and browse your database and whole file system.
scan your site for sql injections and xss vulns, also do some php hardening.