You have a few options here: 1) complete server install, 2) server addon, or 3) hosted service.
1) If you have access to install things on your server, then you can run any comet server you want. Name one, it pretty much should work (StreamHub, Jetty, WebSync, whatever).
2) If you do not have access to install things (ie, most shared hosting), but you're running IIS, you can try WebSync. To my knowledge it's the only comet server that just needs an existing web server (IIS) and a DLL to run; however, it's not free.
3) If you don't have access to install things, and you're not running IIS, you're going to need a hosted comet service, such as WebSync On-Demand. That gets you the comet capabilities without requiring server-side components, and works well on shared hosting. It's free if you have limited numbers of concurrent users. There may well be other hosted comet servers out there as well, though I don't personally know of them.
[Disclaimer: I work for Frozen Mountain Software, which makes WebSync]