You got me. For some reason blog scripts and sites such as this google blogspot believe that comments should be nofollow. Basically when leaving a comment on a site that allows you to put in your website if it is dofollow google will count it as a backlink and pass on some of the pagerank. If it is nofollow, then no pagerank link juice is passed or counted. People try to get backlinks by posting comments on blog sites for the purpose of getting backlinks. What many don't realize is most of them are nofollow, so much of your hard work commenting does you little. You will still get anchor text and sort of keywords for it so there is a slight plus. Yahoo does seem to count them regardless if they are dofollow or nofollow, but most people are after the google rank so dofollow is something to be on the look out for.

As I mentioned it seems to be associated with blog sites more than anything. Forum sites, and other sites where commenting is involved still for the most part seem to be dofollow. So I don't quite get why blog sites seem to impose this nofollow rule in the comments. I think google has a little influence on wordpress and other blog scripts. So whatever google thinks is best the blog scripts tend to agree.

So for all of you trying to build backlinks, you really need to identify dofollow blogs. Even if the page header says index, follow it does not mean that the comments are dofollow. Incidentally most blogs are nofollow in the comments. If you have firefox there is a nice free addon that will help you identify which blogs are dofollow and which are nofollow. It's called NoDoFollow and can be found here:

https://addons.mozilla.org/en-US/firefox/addon/5687