Recently I've just learnt how to put links into the comment box. Every post I have seen doesn't seem to explain it properly and ends up saying "This page does not exist" on that persons blog when tested.

Example - Before

Great Post!(:
Molly x
mollylouiseblogs.blogspot.co.uk

Now

Great Post!(:
Molly x
Molly Louise Blogs

So how do you do it?
First of all it is all about html.
Which is something I am terrible at.
No lie.

So the html looks like this. All designed for me.
<a href="http://mollylouiseblogs.blogspot.co.uk">Molly Louise Blogs</a>

Now make some changes
<a href="YOURBLOGURL">YOUR BLOG TITLE</a>

Now, your comment will have a hyperlink which will redirect people to your blog without the hassle of copying and pasting your url.
Make sure not to remove the "

I hope this helped and works for you like it did for me.
You can test it in the comments.