I have comments that are being auto approved in Drupal and I'd like to disable that. I want to approve comments before they are published.
If a comment is 'auto approved' as you call it, depends on the user's permissions. To change it, log in as administrator, go to
/admin/user/permissions#module-comment and make sure that the 'post comments without approval' permission is not set for roles that are not allowed to post comments without approval.