Links From Other Sites, as Comments?

Hi,

I have dozens of what appear to be, links to my site from other websites, showing up in the comments section. What do I do with them? If I approve all of them, they’ll show up in the comments section of my blog — they look bizarre because it’s not a real comment. Here’s an example:

Websites we think you should visit

[…]although websites we backlink to below are considerably not related to ours, we feel they are actually worth a go through, so have a look[…]…

What do I do with these? Do I trash them, but say thank you?

Thank you!