In Windows XP you can enter the wrong password as many times as you want and you'll never get locked out, you can keep on trying. If you know anything about security, this is a flawed approach as it makes it easier for people to try and guess your password. A better approach is to lock out after a small number of incorrect attempts for a short period of time. This makes it a lot harder for people who know you to guess your password.

Windows XP does allow you to turn this functionality on. You can set how many bad password attempts are allowed and how long the lockout period is once they enter that many bad passwords.

To set this go to the Control Panel and select "Administrative Tools" and then "Local Security Policy". You'll then get a window with a tree view on the left and some parameters on the right.

In the tree view, go to "Security Settings", then "Account Policies", and then "Account Lockout Policy". Once you are in "Account Lockout Policy" you'll double click on the "Account lockout threshold" on the right part of the screen (the current value will be 0). This will open a window where you can specify how many bad password attempts are allowed before the login process gets locked out. Enter the number you want and then click "Apply".

You'll get another panel asking you to set (or at least confirm) the lockout times. You can accept the defaults (30 minutes) or set the lockout to be whatever you like. Click "OK" once you are done.

That's all there is to it. Once you do this, it'll prevent people from trying to guess the login password on your Windows XP computer.