I received emails from the two people who commented on one of my entries. I approved both but neither show up in my blog. However, if I click on the link in the email ("You can see all comments on this post here") I saw the comments with blog entry. I unchecked "Comment author must have a previously approved comment" and only have the rule that the comment must be approved by the administrator.
Even though the 2 people had filled out their names and emails, I unchecked the requirement that those had to be filled in: it made no difference - the comments still do not show up.