Site Under Attack

My WordPress site is under attack, unauthorized persons are trying to login. I’m using the Limit Login Attempts plugin to help protect the site but I’m concerned I’m not doing enough to meet the threat. According to the plugin the person or persons are trying to login as “Admin” or under my first name, neither is a valid account in my WordPress setup.
The latest attack originated from IP Address 91.204.199.186 (Somewhere in the Ukraine).
What else should I consider doing to up the site security ?
Could I somehow block all IP addresses in the Ukraine ?
Is there a way of changing the default login page URL to something other than …./wp-admin or would that cause problems with future auto-updates ?
Can anyone recommend other security plugins ?
My site is running WP3.2.