Have I got a hacker?

I am running WordPress 3.0 and have noticed some suspicious behaviour over the past two days. The same person has joined the site and then immediately requested a change of password.

I read about a hack that people try to get into the admin account. I don’t know why anyone would even try to hack the site as it’s not that big, and although I don’t think this particular hack is possible any more, it’s annoying to have to deal with people like this. Is there any way I can block or stop this person from trying to do this?