On Blogger this is very simple. Go to Settings and then Comments and on this page you'll find a box to complete headed Comment Form Message.

In the box just enter your ad and this will then be seen when visitors look at your Comments Page/Form (together with the relevant link, of course). Basic HTML is accepted.
Since I have started doing this myself I have stopped using the pop up window for comments as any clicks on links only go to a small sized page i.e. same size as the pop up window. I figure that this may put off readers. So I'm back to using the standard full page.
Having an ad on the comments page isn't going to make a bundle of money but every few extra clicks helps - especially if you have several blogs on the go.
Good luck,
Mike
P.S. I believe there was a problem with my last post How To Get 90% Discounts On Amazon Products when viewing on Firefox. Hopefully the adjustments I have made have now corrected this. Fingers crossed! Thanks Tom and Zania for telling me about this.