You asked for it, you got it.
Introducing a recent comment feed for this blog.
If I did this correctly, every time I approve a comment the feed should update. It’s just the comments, no entries (but the entry title and link, of course). Clicking on the link above should bring up the FeedBurner’ed feed in your browser. There you can subscribe to it using your choice of aggregators. Of course, I highly recommend the NewsGator/FeedDemon/NetNewsWire variety but the choice is yours.