Installing an alarm system on your home or car can be an effective way of at least being alerted when some sort of intrusion has been attempted. Of course, they don't work very well when they aren't enabled. Windows XP comes with the means to detect and log security events so that you can monitor and respond to intrusions or attempted security breaches, however it is not enabled by default.
Given enough time and potential to try multiple username and password combinations an attacker might eventually succeed in compromising the security of a server or other computer. Account lockout policies allow you to set thresholds to automatically shut down an account if too many incorrect username and password combinations are attempted in order to protect the machine.
When saving a file to a Windows Server 2003 host share from a VM running a Windows OS, a message from `Srv' 2025 `The server has detected an attempted Denial-Of-Service attack from client \\\\*name*, and has disconnected the connection' is logged, where *name* is that of said VM. The VM at the same time logs a redirector error and usually reports a cache write-back failure in an application pop-up.
Windows XP offers the ability to save passwords for web sites and network resources. This can be very convenient as opposed to remembering and entering the username and password each time you need access, but it poses a security risk because anyone who has physical access to your computer would also be able to log into those sites using your saved credentials.