Depends on whether you are "stand alone" or on a "domain" with "Group
Policies" in effect.
Either way, you must be the "Local Administrator" in "stand alone" mode
or a "Domain Administrator" on a domain.
If "stand alone", go to Start, Run and enter "secpol.msc" from their you
should be able to search and find the logon attempts parameter, if on a
"domain" with "Group Policies" in effect, again go to Start, Run and enter
"gpedit.msc", find the logon attempts - but remember, in a "domain" this
could change the "Group Policy" on the "domain" and make everyone's logon
attempts change to what ever you change it too.