Question about Posts “Comments”

I have noticed that when someone leaves a comment to one of my posts, that the name they use when filling out the comment form shows up as a “hypelink” when I go to look at the comment they made on the front end. When I click on the “name” they used I usually get taken to a website that appears to be Russian.

1. Is this a security problem?
2. Is there any way to set my comments section up so that the name a person fills in is not allowed to become a hyperlink?

Thanks