From the looks of things, you're missing a call to
comments_template() in your files. I wouldn't recommend putting this in
index.php (that's the file that generates your entire list of blogs ... listing comments there would make your page huge).
What you want to do is add
<?php comments_template(); ?> in your
single.php file (the template file for Single Posts) before
<?php endwhile; ?>.
So an example from the TwentyTen theme:
</div><!-- #post-## -->
<div id="nav-below" class="navigation">
<div class="nav-previous"><?php previous_post_link( '%link', '<span class="meta-nav">' . _x( '←', 'Previous post link', 'twentyten' ) . '</span> %title' ); ?></div>
<div class="nav-next"><?php next_post_link( '%link', '%title <span class="meta-nav">' . _x( '→', 'Next post link', 'twentyten' ) . '</span>' ); ?></div>
</div><!-- #nav-below -->
<?php comments_template( '', true ); ?>
<?php endwhile; // end of the loop. ?>
You can see they're placing the comment block after contextual navigation but before the loop closes. This is what you'll want to do in your own theme as well.