Not sure what the results are as I've never selected it however...
try the following
in your index.main.php file for your skin, find the following and change 'use_popup' from false to true.
I'm not sure if it just pops up the form or the form plus comments.
I guess you'll be able to tell me though :)

// Link to comments, trackbacks, etc.:
					$Item->feedback_link( array(
									'type' => 'comments',
									'link_before' => '',
									'link_after' => '',
									'link_text_zero' => '#',
									'link_text_one' => '#',
									'link_text_more' => '#',
									'link_title' => '#',
									'use_popup' => false,
								) );

got this

Sub template [_feedback_popup.disp.php] not found.

and

User level 10 help info: [d:/hshome/sdamerican/economics.sdamerican.com/blogs/skins/nifty_corners/_fee.. [truncated due to sidebar]

Ok, your skin, "nifty corners", obviously wasn't designed for pop up comments and related files are not included.
The only skin I know of that features popup by default is the Photoblog skin. Have a look at it's files, especially the feedback_popup.main.php.