How can I stop continuous failed logins on SQL Server I have a couple SQL Server Express databases running on Windows Server 2008 R2 on a VPS.

A couple of websites access them (these are local connections, right?). Website connections use integrated security.

I also connect using Remote Desktop. SQL Server Express is accessible remotely through 1 port (same as Remote Desktop)

Problem: logs are showing failed login attempts every 5-10 seconds. They will be from 1 IP for a few minutes, then from another IP. They usually try user sa (I don't have one) or a variation. I have blocked several hundred of these using Windows Firewall, but they keep coming.

So - what else should I be doing? Is this something I should be worrying about?
It sounds like those failed logins are coming from the Internet.

You really shouldn't have a firewall port open to SQL Server directly from the Internet.  That is just asking for trouble.

If the website and SQL Server are not on the same network, or are connected only via the Internet, you should look at providing a VPN connection between the two so that you don't provide an open port directly from the Internet to SQL Server.