I had a similar requirement once. There is no starightforward way for doing this. But here is a work around which I used.
1.Add a Question, with Text box, below the question under which you need this comment box.
2.Edit the Newform.aspx page and insert a content editor webpart in the below of existing survey webpart
3.Copy and paste the below code in the content editor webpart
<script>
var tables
tables = (document.getElementById('ctl00_m_g_c7647c31_a9f9_4f27_aa53_e0728c485b2c_ctl00_ctl01_ctl00_ctl00_ctl00_ctl04_ctl00_ctl00_TextField').offsetParent).offsetParent;
var i
var str
for(i=0;i<tables.rows.length;i++)
{
str = tables.rows[i].cells[0].innerHTML;
str = str.substring(0,7)
//alert(str);
if(str == 'Comment')
{
tables.rows[i].cells[0].innerHTML = '<table width=400px border=0><tr><td><font color=blue size=3></font></td></tr></table>';
}
}
</script>
In the above code ctl00_m_g_c7647c31_a9f9_4f27_aa53_e0728c485b2c_ctl00_ctl01_ctl00_ctl00_ctl00_ctl04_ctl00_ctl00_TextField
is the ID of the Comment textbox control (You can get it by viewing source)
We get the container of this control (table) and then hide the question. Hope this helps. Let me know if you need more help.