For WordPress 2.5+, you could add this to your comments loop in your comments.php file
<?php if(function_exists('get_avatar')) { echo get_avatar($comment, '50'); } ?>
and style it with CSS to float left.
For versions below 2.5, there is a plugin to add support: http://wordpress.org/extend/plugins/wp-gravatar/
but I have never used it.
Check out the Codex on using Gravatars:
http://codex.wordpress.org/Using_Gravatars
That plug in removed the linking in the name of people who comment.
I don’t know CSS.
you could add this to your comments loop in your comments.php file
<?php if(function_exists('get_avatar')) { ?>
<span class="authorlink">
<?php echo get_avatar($comment, '50'); ?>
</span>
<?php } ?>
Still don’t know where to put it.
Edit: nvm.