Well, the security company came and went without much of a problem. So I guess I survived my first code review pretty well with no major problems reported.
Experience, and of course this book (absolute must read for ANY programmer) helped ensure that our code was pretty tight (yes it wasn't perfect, but we did very good).
Best quote from a member of the review team.
Generally .Net code has fewer security problems.
I know a few people who would love to have you make that an official statement. ;)