If you are using WordPress 2.0 just go to Manage >> Backup and it will automatically generate backup files in *.gz format for you and give you a link to download them. This archive contains all your backups.
I would recommend that you open index.php and archive.php in the template folder. Now look for a php function which looks something like this…
<?php comments_popup_link(‘Comment first!’, ‘Second comment awaited’, ‘% ventured to speak’); ?>
For details on this function go to…
http://codex.wordpress.org/Template_Tags/comments_popup_link
If that doesn’t work let me know… you can mail me your template (zip it please) and I can take a look at it over the weekend.