Many bloggers don't use the pop-up option for comments and I'm not sure if it is their choice or it's because they didn't notice that the default "full page" form can be changed.
When I click at comment and I'm linked to the full page comments I feel disappointed for some reasons.
The most important is that the "captcha" verification appears after clicking "Publish comment" and maybe people don't notice it and leave the comment but it is not saved.
Changing to the pop-up window requires four clicks at blogspot:
Click "Settings" & "Comments" & "check the "pop-up window" & "Save" - look at the picture and you'll see it very clear.
I truly believe this is the most friendly way to set the comments since the visitor can see the whole page and click at "Leave comment" again.
Many times I didn't go back to the main page of the blog and it must happen to many visitors.
Give pop-up window a chance.
Update 11/07/2011:
It's only possible to change this way using the old version of Bloggers as Ken Foster noticed. He switched back to the old version to make the change.
