Magepim PhpIDS is a magento integration of the popular opensource PhpIDS intrusion detection system.
The module's configuration can be modified to either alert you to incoming intrusions or block dangerous behaviour. Remote IP addresses are also blockable by the site admin.
This module is designed for merchants that don't have access to a true web application firewall like Mod_Security. It is recommended to use Mod_Security if possible. Shared hosting merchants will probably not be able to get a web application firewall installed so this module gives you added security.
A demo of the module can be found here where you can try various attacks and see how Magepim_PhpIDS catches them and keeps your Magento store safe.
Tested on all versions from Magento CE 1.4.2 to CE 126.96.36.199
Price in quoted in GBP, this is roughly equivalent to 60 Euros.