It’s driving me NUTS!!

I am trying to fix the comment in moderation thing, but it’s not working.  I changed it in Options/Discussions, still all my comments are sitting in that moderation box!  Commenters are wondering if they have actually submitted their comments.  I changed themes, this is the third one, and my comments are still not appearing til I approved them.  What is going on here???  Anybody has any ideas??