Only standard anti-virus and firewall software, as if you were just normally connecting to the internet. That said, you may want to install something like Blacksheep (a firefox extension that detects use of Firesheep, another firefox extension that allows hackers to hijack "secure logins" such as Facebook) to feel more secure.
Your Rocket mobile hotspot is pre-configured with password protection to control access to your device and plan usage. When trying to connect to the Rocket mobile hotspot using Wi-Fi, a user must provide the unique network name (SSID) and security key which are printed on the back of the Rocket mobile hotspot battery door. You can change this Wi-Fi password or set up a temporary shared hotspot using the configuration settings for your Rocket mobile hotspot—in Wi-Fi mode, connect to the internet, launch your internet browser and go to rogers.mifi (password = admin). For more details please see the Rocket mobile hotspot user guide.
However, the cynic in me has to wonder why they should bother if someone hacks your connection so long as you keep paying for it.