Yeah, I’m having the exact same problem. It works on one of my installs, but the other two stopped working. I don’t know how to fix this either.
You will have to install this plugin. There is a readme.txt file that explains how.
http://wordpress.org/extend/plugins/subscribe-to-comments/
You will have to copy that little bit of code in the readme.txt, and copy paste it in your comments.php file. This is located at Dashboard / Appearance / Editor page. The Comments.php is in the list of templates on the right side.
