In this paper, relay selection is considered to enhance security of a cooperative system with multiple threshold-selection decode-and-forward (DF) relays. Threshold-selection DF relays are the relays in which a predefined signal-to-noise ratio is set for the condition of successful decoding of the source message. We focus on the practical and general scenario where the channels suffer from independent non-identical Rayleigh fading and where the direct links between the source and destination and source and eavesdropper are available. Based on channel state information knowledge, three relay selection strategies, namely traditional, improved traditional, and optimal, are studied. In particular, the secrecy outage probability of all three strategies are obtained in closed-form. It is found that the diversity of secrecy outage probability of all strategies can improve with increasing the number of relays. It is also observed that the secrecy outage probability is limited by either the source to relay or relay to destination channel quality.