Visitors access to my dashboard

Hello friends,

I have just received my first few visitors who subscribed to the blog intending to enter comments.
They received an email with a link telling them to enter a password, then using the registered user id and password, they logged in – shock horror!
Instead of just accessing the blog and be able to comment – they can access the dash board!

Why? What can I do to stop this?
Hope someone here can tell me

Cheers
Alex