Stupid question of the day: How to comment on a blog post for SEO?

Hi Everyone.

I am super new to this whole SEO thing, and I've heard that blog posting is a good way to get backlinks.

I found a blog that has the following fields to post a comment:
Name:
Email:
Website:
Comments:

I've been filling these out in the obvious way, and my name comes up as a hyperlink with my website and I don't get an anchor text with the keyword that I want. I show up like this:
Pete says:
(my name is the link back to my website)

I thought that was how it was done, or that I had to use my keyword as the name, which I think looks spammy as all get out, and I don't want to do that (plus when I do try doing that, it seems like my comments don't get approved nearly as often).

I just saw someone else left a comment, and their name showed up as regular text, and they had a keyword followed that was a hyperlink to their website. It looked very tasteful, like this:

Jerry from Penny Stocks says: (and then a relevant comment to the discussion)
(Penny Stock was a hyperlink to a stock trading web site)

Can someone explain to me how to comment on a blog post like this, so that I can get my keyword in there like Jerry did?

Or just in general, whats the right way to get anchortext backlinks from blog comments?

Oh, and one more thing: When I make backlinks, should I make all anchor text the keyword that I want to rate for, or is there an advantage to doing related keywords in some magical proportion too?

Thanks a bunch everyone!
- Pete