Why am I getting comments?

I have my site’s settings setup like this:

General Settings
Anyone can register is checked.
New user default role is Subsriber

Discussion Settings
Users must be registered and logged in to comment is checked

However, I recently found 17 different comments on my site with trackback links. Yet when I checked my users list, all I found was the administrator’s login and a fake user that I created.

So users are leaving comments without logging in.

I’m using the Pie Register plugin so the user can create their own password. my site is http://easymoneymadesimple.com
So what’s going wrong?