Locking your login after numerous attempts to log in can protect you from brute force password discovery. To install the plugin simply go to your WordPress dashboard then go to Plugins > Add New. Now type in Login Lockdown.
Once you have installed the plugin and activated it you will find the plugin on the side menu under Settings > Login Lockdown.
You will then have all of your settings here to change the login retries, how long you’ll be locked out for and more. They are all described so its very easy and simple to setup.