Is something wrong with comments?

When I click on my comments links at the bottom of each post, whether there is a comment there or not, (Only one post has a comment – the “hello world!” post that came with WP. I’m taken to a page with that post, but nothing that looks like a comment for is present.

– I do see the comment in my administration page.
– I’m useing the latest stable version of WP.
– I have the comments and comments_popup files in the directory.

Is something broken or am I don’t something wrong?