They seem to be targeting pages with a high pagerank which don't use "nofollow" attribute, in an attempt to increase their own pagerank.

I have the same problem on a few pages. They are often difficult to spot because they look normal, except for the homepage link.
I added a quick hack to my template.php file to add a "rel=nofollow" attribute to the homepage links. That should make the page worthless to them and hopefully stop new such comments.

You can set your default input format do do the same thing for comment bodies (its a setting).