You're totally right, they're damn annoying and give me a constant head-ache and lots of stupid things to do on my free time.
Those users are advertisement bots who get around the captcha-or-whatever protection. Currently I can only delete all users with stupid usernames, ip addresses that point nowhere, porn/viagra/tamiflu medicine sites as their homepage or something that doesn't "feel right". Or when they post something like that, it's easy to find out what kind of user it was, go to the control panel and press delete for the user and the messages. This, however is really stone-aged when it comes to keeping forums bot-free.
I would love if somebody could tell me that they can easily enhance the protection and they'd be willing to do it. Can you, any of you? Do you wanna help? I can offer you a beer or a few if you can.

Unluckily I can't do it. Don't have the skills for that, I'm just a stupid musician.
