It seems odd to be that starting with Lindisfarme and then for the next few hundred years, Anglo-Saxons seem to have been nearly non-stop the victims of Viking Raids and Norse invasions. Why wasn't more of an effort made to make monasteries more defensible, or keep armed forces close by to intercept the raiders?
What makes you think they were continuously ineffective? Anglo-Saxon communities after all were the ones that eventually coalesced into the later kingdom of England that conquered all of the lands taken by Scandinavians in the Danelaw, and indeed the most famous viking king of all, Harald Hardrade, was killed by an Anglo-Saxon army marching to stop his invasion.
Lets back up a second though. There are different kinds of aggressive action going on from Scandinavia towards England in the "Viking Age" (for our purposes 793-1066) there were small scale raids that targeted isolated and vulnerable settlements such as monasteries and villages, however these raids would eventually peter out as their would be victims began to form more organized forms of defense. Indeed during his reign Alfred instituted the Burghal system and the Fyrd that responded to viking raids by raising necessary numbers of soldiers as well as fortifying vulnerable areas; he also created a fleet to try and meet the Norsemen at sea though it seems to have been a mixed bag in the end.
These measures forced Scandinavians to coalesce into larger raiding groups/armies that could force larger concessions from the English (and Franks), and the rise in activity maps relatively neatly with the growth of larger and more centralized Scandinavian polities. This reaches its high points with the infamously large attacks on both England and Francia that resulted in large amounts of land and tribute being extorted. In England the Danelaw and Danegeld (usually levied as a tax to be paid) were formed in the late 9th century, and Francia saw attacks on Paris that necessitated large ransoms as well, however we should not overstate the power of the the Norse. The Anglo-Saxons were able to see them off. Alfred famously ended the aggression of the viking Guthrum, and Alfred's successors would roll the borders between Danelaw and the English kingdoms of Mercia and Wessex back until the kingdom of England was proclaimed and Danish political authority and independence in England was destroyed.
Now later Danish rulers such as Sweyn and Canute were able to restablish Danish control over all of England, but English resistance was not totally ineffective, and the invasion of Harald Hardrade (and possible a subsequent Danish attack, the sources are unclear) were seen off by the English with heavy casualties for the Scandinavians (including no less a figure than a king of Norway!)