You can use plugins for that and here's one http://www.seoegghead.com/software/wordpress-firewall.seo and more here for you to check out http://blogsecurity.net/wordpress/how-to-firewall-your-wordpress-blog.
10 Easy Ways to Secure your WordPress Blog 1. WP Security Scan 2. Protect your plugins 3. Update WordPress 4. Pick a good password 5. Change the admin user name 6. Protect your WP-Config.php file 7. Hide your WordPress version 8. Limit the number of times user can enter their password (wrongly) 9. Limit WP-Admin access by IP 10. Login via SSL
You can do nearly everything required to secure and harden your Wordpress installation on your own. I have compiled a 6 part series (and more to come) in my Wordpress Security Guide. It's all free, free tools, free plugins, and free advice on how to secure your WP blogs on your own.