Possibly check out Watch Dog, from Spohn Software which you can find on Snowcovered.com   

I do not have this module loaded on my DNN 4 installs, but I have been using an old version of this module for a few years on an old gaming site I have (which, believe it or not is still on DNN2...  tmmworld.com).   The module is still used today, to ban IP addresses of problem children for a time period, or I can make the ban permanent, redirecting the user to a different HTML page, telling them they have been banned from the site.  

DNN2 did not have the lockout controls for too many login attempts, as found in DNN4, so I have it set to ban users automatically after too many login tries also (about 10 attempts I think), but manual IP banning is useful too.  I have not tried the DNN4 version of this module.

Separately, If you have access to IIS, you can  ban IP address from accessing the webiste site,  or ban an IP from the server.