Being left at the altar on her wedding day, Pamela became furious.
The sentence above starts with a participial phrase; in that case, it's correct to use the comma (which is the only way to separate phrases, in cases such as these).
A comma splice would occur in a sentence like the following.
The Taylors won a new swimming pool, however, no one in the family knew how to swim.
The correct punctuation has a semicolon.
The Taylors won a new swimming pool; however, no one in the family knew how to swim.