I think the problem is that my theme hasn’t got the correct code to the captcha plugin and so when I enter a comment, it doesn’t get the captcha input and throws and error. That’s my guess. Hopefully, the developer(s) can fix the error message part and provide more informative feedback for admins and users.
If the captcha doesn’t work for you, try switching the theme to a standard one like twentyten and see if it works that way. If so, that means the current theme is incompatible. You either need to adjust the code in the theme or find another one.