After getting a couple of "comments" from blog-trollers that led to blogs that were solid screens of ads, I turned on "Comment Moderation". Just like a Yahoo group, this means I have to approve any comments before they appear. Mysteriously (just like on Yahoo), after I turned this on, I stopped getting "Great blog, pleas visit my blog" pseudo-comments.
So that's why your comment didn't appear immediately. I'm sorry the click-hungry goofballs make it necessary to do this!