You do not want to destroy your private key: you will need it again if you server restarts. Reboots happen sometimes...
That's a generic observation: you want your server to be able to restart in an unattended fashion. Therefore it must contain the private key, and that private key must be available to the server software.
If an attacker hijacks your complete machine, then he gets a copy of your key. That's a fact of life. Live with it. There are mitigations, though:
You can use the "DHE" cipher suites for SSL. With these cipher suites, the server key is used for signatures, not for encryption. This means that the attacker who steals your key can thereafter impersonate your server (i.e. run a fake server) but not decrypt SSL sessions which he previously recorded. This is a good property known as Perfect Forward Secrecy.
If you store the key in a Hardware Security Module then the key will not be stolen. The attacker may play with the key as long as he has effective control of the server, but not extract it. This decreases his power of nuisance (but HSM are expensive).
In practice, you will just make sure that the file containing the private key is readable only to the system account which runs the server (
chmod on Unix-like systems, NTFS access rights on Windows).