Good question.
You can be doubly sure that it's safe if you encrypt the .dat file itself... better yet, encrypt your entire Bitcoin directory.
The private keys are encrypted (by AES) in your wallet so they are about as safe as they can be.
Understand that the rest of the wallet is *not* encrypted so if you are worried about people seeing your balances or your transaction history then you might want to consider encrypting the entire file.
Ah,okay. That's good to know! Thanks a ton for the help!