If you using a plugin to implement a CAPTCHA on the WordPress login form (the backend login, wp-login.php), you will find that this is incompatible with the WP-Members front end login.
What happens is that in order to implement the CAPTCHA, the plugin must remove the function wp_authenticate_username_password from the authenticate process with remove_filter. This allows the plugin to implement its own authentication that includes not only username and password, but also will validate the CAPTCHA.
This creates a problem for WP-Members which also uses WP’s authentication to log a user in because the WP-Members form will only be passing two parameters, username and password, and the authentication is now requiring the addition of a third parameter (the CAPTCHA).