Also, could you post multiple relevant comments on a do follow webpage and that benefit your website? Or, will you be penalized for it?
Answer to you first question is that the code has a tag for the hyper link and its called "nofollow". You can check this out by viewing the source code of the HTML page. If you need to keep checking this then i would advice you to use firefox and install a plugin check visually displays all the links with the nofollow tag. U could check this plugin at seobook.com. For 2nd question, dont have much of an idea...but one advice is not to simply spam the persons blog
#1 You can check if links are nofollow by using Firefox and this plugin #2 Multiple backlinks have diminishing value. You shouldn't get a penalty but after a couple backlinks its really not that valuable. Hope that helps.
Using the Fire fox Plugin check the It's no follow or do follow. Try to use this fire fox plugin SEO4Fire fox and Search Status. This both Plugin is indicate the link is no follow or do follow.
Checking the source code will tell you whether it is no follow or not. As for the second question, you won't be penalised. Otherwise it would be easy to get your competitor penalised right? As long as you comment constructively and don't make it look like spam, the owner will approve your comments.
First go to the comment page, not the main page. "Ctrl+U" to view the source of the page "Ctrl+F" and find for the hyperlinked name. Make sure it is not any blogger id or other type of id. Make sure it is URL. Try to see the codes properly on the highlighted comment section. Because some of the hyperlinked will be in recent comment widget. So, clearly see the comment section where the comment is posted. You can check the comments sorting by names and hyperlinked and message to verify that you are looking at the right place. If there is any "nofollow" or "rel="nofollow" or anything that comes with "nofollow" tag there... is not dofollow.