I have an ASP.net website hosted using the Ultidev Web Server Pro.

Every day I get a steady stream of errors generated by my application where page requests were requested and denied. This is obviously someone/something trying to find any exploits on my website. Here is an example log:

28/08/2012 11:37:11 - File not Found:http://MyWebServer/phpmyadmin/index.php
28/08/2012 11:37:11 - File not Found:http://MyWebServer/phpMyAdmin/index.php
28/08/2012 11:37:12 - File not Found:http://MyWebServer/phpMyAdmin-2/index.php
28/08/2012 11:37:12 - File not Found:http://MyWebServer/php-my-admin/index.php
28/08/2012 11:37:13 - File not Found:http://MyWebServer/phpMyAdmin-2.2.3/index.php
28/08/2012 11:37:13 - File not Found:http://MyWebServer/phpMyAdmin-2.2.6/index.php
28/08/2012 11:37:14 - File not Found:http://MyWebServer/phpMyAdmin-2.5.1/index.php
28/08/2012 11:37:14 - File not Found:http://MyWebServer/phpMyAdmin-2.5.4/index.php
28/08/2012 11:37:15 - File not Found:http://MyWebServer/phpMyAdmin-2.5.5-rc1/index.php
28/08/2012 11:37:15 - File not Found:http://MyWebServer/phpMyAdmin-2.5.5-rc2/index.php
28/08/2012 11:37:15 - File not Found:http://MyWebServer/phpMyAdmin-2.5.5/index.php
28/08/2012 11:37:16 - File not Found:http://MyWebServer/phpMyAdmin-2.5.5-pl1/index.php
28/08/2012 11:37:16 - File not Found:http://MyWebServer/phpMyAdmin-2.5.6-rc1/index.php
28/08/2012 11:37:17 - File not Found:http://MyWebServer/phpMyAdmin-2.5.6-rc2/index.php
28/08/2012 11:37:18 - File not Found:http://MyWebServer/phpMyAdmin-2.5.6/index.php
28/08/2012 11:37:18 - File not Found:http://MyWebServer/phpMyAdmin-2.5.7/index.php
28/08/2012 11:37:19 - File not Found:http://MyWebServer/phpMyAdmin-2.5.7-pl1/index.php
28/08/2012 13:52:07 - File not Found:http://MyWebServer/admin/pma/translators.html

Is this normal? Is there anything I can do to protect myself against this?