Yep, as Otto42 said, you will need to install the Akismet plugin and recover them that way. I’ve written instructions on how to do it here.
Hope they help!
Ah darnit, geordie just beat me to it 🙂 I was having this problem on Sunday, finally figured it out, and posted the solution to my blog on Monday.
For full instructions, please feel free to visit my post, Recovering a comment accidentally marked as spam in WordPress.
I’m trying to build up a technical writing portfolio, so any feedback would be great!