If you want to modify how the comments # is displayed you can use this code:
<?php if ( comments_open() ) : ?>
<span class=”post-comment”><?php comments_popup_link( __( ‘Comments <span>0</span>’, ‘base’ ), __( ‘Comments <span>1</span>’, ‘base’ ), __( ‘Comments <span>%</span>’, ‘base’ ) ); ?></span>
<?php endif; //post comment ?>
As you can see you can add <span> tags to target specific parts of the comment with css. You can also add a css class for the whole comment link. See here for more info http://codex.wordpress.org/Function_Reference/comments_popup_link
One thing that took me a little while to figure out is why the comments including the link were only showing up on my most recent post. There is a WordPress setting under Discussion where you can hide comments that are # of days old. Disabling this made them show up again.