When viewing a blog entry, if the blog author allows you to add comments, you'll see a blue link saying "0 Comments." Click this link to display a box where you can write a comment about that blog entry. After you click the "Post Comment" button, your comment will appear with your picture and nickname under that blog entry.

If there are already comments on that entry, the link will say "3 Comments," and clicking on it will show you those three comments. In this case the box to add your own comment is at the bottom of the existing comments.