Thanks sussexlongman for your explanation. I had gone in and done what you had suggested. It just seemed weird to me that I suddenly started getting the emails even though I had installed iThemes security last year.
The other thing that worried me was the link said they were locking ME out! Even though I was having no problems logging in.
I checked where the attempts were coming from and it was just 2 IP addresses, over and over again.
Again, thanks very much for taking the time to answer me.
All the best
Sue