I recentlly installed wordpress 2.8.4
I changed "admin" user into "something-else" for security reasons (I did it in database) --- I dont think that is relevant though!
I added "Login LockDown" plugin, which locks IP range for some time, if there are several unsucessful login attempts. All was OK.
Then I added "WP Security Scan" plugin and it seemed OK.
BUT!!! When I tried several unsucessful login attempts, Login LockDown STOPED WORKING!
It did write a notice that my IP range is blocked, but I could log in anyway (with correct password of course). So my IP was not blocked at all.
If I disable "WP Security Scan" everything gets back to normal.
So, in short... there is incompatibilty between these two plugins.