Reviewing comment posts before they're added

I apologize if this question has already been asked. Under the "Site Admin" settings in Menalto Gallery, I have not been able to locate an option where we, the admins, are able to check/de-check whether posts can "automatically" take place or must be "reviewed" first before taking place. This is similar to the options on MySpace where there's an option to review a post before it can be publicly displayed. Does such an option exist in Menalto Gallery's settings? If so, I am unable to locate it.

thanks,
Jaime L.