Comments, keeping spammers away

Hi;

I changed the settings in my wordpress blog app so that only logged in members can send comments.

I did this because I was getting annoyed by emails from wordpress telling me that a spammer had just made a comment and do I approve.

However, even though people have to join and login to make comments I am still getting similar emails saying so-and-so wants to make a comment do I approve or disprove?

What do I need to change so I do not get these emails at all? That if someone is not a logged in member, they can’t comment and that wordpress will not let me know they are attempting to do so?