This useful plugin allows Cutenews users to transfer their Cutenews installation into WordPress, including categories, posts, and comments.
When the plugin is transferring, it strips all code tags on both entries and comments. When the comments are transferring, ONLY the comments, it marks all comments with a link as SPAM. You will need to go back and check for yourself. However, it is safe to say that most of the comments will be, in fact, spam.