Placing the htaccess file in the wp-admin directory did not work for me so I went a different route and it seems to be working very well. Below is what I have in my main htaccess file:
<files wp-login.php>
# set up rule order
order deny,allow
# default deny
deny from all
allow from x.x.x.x
allow from y.y.y.y
allow from z.z.z.z
</files>
ErrorDocument 401 default
ErrorDocument 403 default
ErrorDocument 404 default