To use this widget in your blog, head over to Blogger Templates and choose your options, including the Blog*Spot url of your blog. Click "apply" then "Add widget to my blog".You will then be taken to your Blogger dashboard where you can automatically insert this widget into your Blogger layout.
If you have a custom domain, you can still use this widget! Simply go to Template>Page elements in your Blogger dashboard and open up the recent comments widget. The code should look like this: