blocking open proxies

This ought to be a simple question. I’m new to wordpress and I’d like to block open proxies. I read in the documentation:

“…you can block comments originating from such proxy servers by doing the following:

* Go to the Options > Discussion panel.
* Select Blacklist comments from open and insecure proxies. “

However, when I go to the Options > Discussion panel the blacklist option does not appear. What am I doing wrong? Is this old documentation and the panel has changed? Am I missing something?

Thanks,
Alex