This problem has appeared recently. I used to post comments normally, but now even when I post comments to my *own* blog, they do not appear, and I find them in the SPAM filter list. I have comment moderation disabled, have no spam words, or whatsoever. Even comments with 2 or 3 simple words do not appear. I've even tried 'testing commenting'.. and yet I found it was considered Spam.
I've tried to uncheck 'Blacklist comments from open and insecure proxies.', but all in vain.
Btw, I get a security warning everytime I post saying, "You're about to be transfered to a nonsecure site. Do you want to continue?", so I click YES, and just nothing happens, except finding my comment in the spam folder.
I use Win XP Pro SP1, IE 6, Security settings set as 'Medium-Low', and Privacy set to 'Low'.