As someone who manages a content site with comments, there are things that bother me with some comments I get here. I dislike it when I see comments from people but they use their company name and/or keyword rich anchor text. I know the name hyperlinks to your site, but the links do not count - so it looks (1) spammy and (2) that you don't know SEO because the links don't count anyway.
That being said, Matt Cutts, Google's head of search spam, published a video yesterday telling webmasters who leave comments to "worry about" two types of comments:
(1) Using keyword rich anchor text or your company name, as opposed to your real personal name when commenting.
(2) Using commenting as your primary link building strategy.
If you are doing these, then Google may consider it a link scheme and may take action.
Here is the video: