Login CAPTCHA, can I turn it on or off?

A CAPTCHA sometimes displays on the login age. Can I turn it on or off?
 
For login security, a CAPTCHA field will automatically display after two failed login attempts. This is not something that is turned on or off by you. Rather, it's part of the built in site security. CAPTCHA is used to address what may be an automated hacking system trying a brute force attempt to login by simply trying one random combination after another.