Anonymous Commenting

I don't know about any of you other bloggers out there that are getting spammed, but it's driving me crazy and it is something that just recently started happening.  I am getting "Anonymous" comments that aren't posting to the blog, but hitting my e-mail directly.  They are all very vague or talk about issues with blogging and then attempt to get me to click a link.  Of course, I don't actually go to any of the links. 

The crazy part, they look exactly like they would if it was a real comment from an anonymous person commenting on my blog.  Take a look.

Is anyone else dealing with this?  How do you handle it? 

For the time being, I am just going to turn off Anonymous commenting, so if anything hits my inbox like this, I will just delete it and not worry about reading it.  I know that it might keep some people from commenting, but know that it is because I really would like to avoid getting hacked or get any type of virus.