CAPTCHA just doesn't seem to cover all SPAM, as there are people, legitimate users, who are still trying to SPAM me by manual reading the secret CAPTCHA code.
As of last week, I installed Drupal's Akismet module. This module allows you to use the Akismet web service to protect your site from being spammed. Akismet or Automattic Kismet is a spam filtering service. It attempts to filter link spam from blog comments and spam TrackBack pings. The filter works by combining information about spam captured on all participating blogs, and then using those spam rules to block future spam.
It's very easy to set up, you just need an Akismet key, in order to work with the service.
With the combination of CAPTCHA and Akismet, I really hope I get rid of those stupid SPAM messages :-) ...