Ok if I post a comment on someones blog and put my site in the URL box is that going to count as a link to help my PR?
yes, provided it should be an external and followable link. also see to that it is not redirected link.
http://codex.wordpress.org/Nofollow Usually your link is nofollow'ed by default,if they use wordpress.
What is the best way to build the referencement and to keep a good reputation? - web directory - blog - Forum - articles
I keep track of who is posting about my site in their blogs (www.technorati.com). Whenever I find a post that is relevant, I will stop by on their blog and add a "thank you" comment. And the signature contains a link to my site.