If you have a SPAM comment added to your website Guestbook page or blog article, firstly please be assured this message will not appear on your website without your approval.
As it mentions within the email itself:
A comment has been added to your guestbook / blog and needs your approval to be displayed on your website.
Any comments added to your site must be approved by you first. They do not get automatically approved.
Simply log into your account and head to your Guestbook or blog section and hit the 'Delete Entry' button so it doesn't appear in the backend system either.