WordPress automatically filters out spam comments but sometimes a spam message gets through.

To mark a comment as spam, do the following:

1. Go to your blog’s Dashboard, click Comments link.
2. Click the check box to the left of the spam comment or if multiple spam comments, select them all.
3. Select Mark as Spam from the Bulk Actions pull-down menu and then click on the Apply button.

Filtering of messages can be managed by changing the discussion settings for your blog by clicking the Settings link on the left, then selecting Discussion and checking/un-checking options.