I have no idea how the spam advertisements made it to the bottom of your page, and don't have a great solution as to how to get rid of them. If your site was hacked and someone was able to modify your template, or some other extension, to add those, they likely have full control to do anything they want on your site. You can start by scanning your files for the text in one of the links. Once found, try to remove it. However, as noted above, if they got in before, they'll be able to get in again.
You really need someone with a security / hacking background to investigate what happened to close the hole and repair the damage. Or, if you have backups, at least restore an old backup.. though, you'll still want to plug whatever hole is being used to add that.
As for the comment notifications, I don't see a direct reason why they wouldn't be sent. Unfortunately, the spam ad links are being inserted at the bottom of the HTML page *after* the closing </html> link. That's completely invalid syntax, so it's very likely that Facebook (or their Javascript or the JFBConnect Javascript) isn't able to parse the page properly and, therefore, the comment notification function isn't working.
I'd really suggest finding the advert issue as that could be causing, and lead to, a lot more issues if not resolved. When you get that fixed, if the comments still aren't working, let us know and it should be easy to figure that out.
Thanks,
Alex