For my fellow bloggers on Google Blogger (blogspot)... finally, we have threaded commenting. That means we can reply back to individual comments versus having to do it in one bulk response and bolding the commenter's name, etc., etc. Finally. We are no longer behind the times and can keep up with our fellow WordPress friends!
I linked to the article for it above, so it should show you step-by-step how to implement it (only two steps). You do have to use the new Blogger interface, not the old Blogger dashboard (easy switch). If you have a custom blog design and threaded commenting is not working even after you've made the simple required changes, you might need to contact the designer for your blog so they can help facilitate it for you as there might be a need for extra HTML coding to correct it.
Otherwise, it's a cinch to set it up. I love it.