Comments Frustrations

I am genuinely confused about the comments feature ... because it appears that the feature works, BUT it is not visible on the main page. You have to click "Links to this post" in order to see the comments and/or post a comment.

For example, if you click "Links to this post" on my last blog, entitled "Fellow Bloggers ... HELP," you will find a comment from gavin, and my reply.

So it's working, but is not immediately visible. (Kind of like the Holy Spirit? ...) Again, any advice?