I finally managed to get captchas working - not easy - but then noticed yet another issue.  If you submit a comment along with your URL then when it is published the link is to Patrick Crozier not to your site.

I am not even sure this is a bug.  It may be to do with EE’s membership features forcing you to be a member (don’t ask) in order to have your URL displayed.

Anyway, right now I don’t seem to be able to get anywhere.