A few weeks ago we started noticing that some random external websites started showing on our visitor history: 

a lot of visitors are coming via Direct and the Top Pages section shows another URL that is not our company's website. Can anyone explain this?

I created a new filter to separate them as "Spammy Visitors" but we are not sure why we can't stop those visitors from coming through our Visitor History report. 

How do we avoid this? Thank you.

Monica