You are still running WP 1.0. There was a bug for the comment smilies in that version, which has since been fixed. Upgrade to 1.0.1 RC1 or a nightly build and the problem will be solved. If you don’t want to do that, the fix is here.
I have all my smiles in the admin and the sameones in the comment box to.. only put the smiles in both boxes that you want used.. or add ones that you want to use.. but im not sure if you cn have 2 different smile files to run at the sametime