I always wondered by RSS Bandit (the feed reader I use) could watch comments on certain blogs and not on others. The ability to watch comments is very helpful because you do not have to regularly check the post you are interested for new comments. Your feed reader alerts you everytime a new comment has been posted.
I am no web wizard, but from what I understand, this has everything to do with the type of feed that you specify for your blog. There are two main types of feeds: RSS 2.0 and Atom 1.0. If you have a blog at Blogger (as mine is) then the default is set to Atom 1.0, I guess, because it is a more basic form and widely supported. However, it does not appear to support comments. A detailed comparison of RSS 2.0 and Atom 2.0 can be found here.
I have changed the feed type of this blog (as well my personal blog at www.deelipmenezes.com) to RSS 2.0. If you are using a feed reader to keep track of this blog you may have to update the feed address. The feed address is http://feeds.feedburner.com/deelip