As we mentioned in the WordPress 101 video series, the best way to control comment spam on your site is to install and activate the Akismet plugin:
It’s created by Automattic, the folks behind WordPress.com, and is installed on every WordPress site by default. It is by far the most effective plugin for controlling and filtering comment spam.
You might also review the tutorial on managing comments, which outlines the best configuration settings to minimize comment spam:
Hope this helps!