Linking to my posts creates comments

When I write blog entries, I like to link to previous blog entries that I’ve written. I normally do this by clicking “Insert/Edit link” in the text window of my new post, then finding the old post under “Link to Existing Content.”

Unfortunately, every time I do this, WordPress creates a blog comment on the post to which I’ve linked. The comment itself is usually nonsense like “[…] ← Previous […]” and the user name of the commenter is the URL of my new blog post.

I’ve had this problem on two different WordPress blogs I run. Is there a way to fix this problem, so that I don’t have to keep deleting these comments?

Thanks in advance!
-Jon