[eluser]johnwbaxter[/eluser]
There are many things you can do, make sure you're index's are well built and tuned to the sort of queries you will be getting a lot of, definitely look at db caching as pistolPete has suggested as that will make a huge difference to the sort of concurrent users you're expecting.
Also you will want to have a seperate db server to your web server and in fact you may want more than one db server with some load balancing going on.
A bit of googling will turn up a wealth of information on the subject.