I've tried doing it as described here
but I still only get Audit Successes in my Event Viewer. Not a single "FailureAudit".
And looking for information about this for Windows 7, I couldn't find a single article, forum post or anything mentioning it besides that one I just linked to. So I wonder... does that feature maybe not even exist in Windows 7?
I'm sorry... I didn't read the comments for that article. And what it says right there made it work: "You actually need to enable “Audit Logon Events” for Success,Failure (not Audit Policy Change, as shown in the screenshot)."