When trying to secure your Windows machine when you have remote desktop enabled you will want to limit the number of invalid login attempts.
You can limit the number of invalid login attempts within a given time using the local security policy.
Open Local Security Policy (search in windows start menu).
Select Account Policies
Account Lockout Policy
Select the entry for Account lockout threshold and enter in the number of invalid login attempts you want to limit by, for example if set to 5 on the 6th failed login the login requests would then be blocked for the period set in the Account lockout duration.
Apply the changes and this should now help to prevent brute force RDP login attempts.