A simple way to use your own domain as an OpenID is to delegate it to another OpenID provider. That means you should get an OpenID from a site like MyOpenID and add these two lines in the head section of your homepage (you should replace http://NAME.myopenid.com with the real OpenID):
<link rel="openid.server" href="http://www.myopenid.com/server" />
<link rel="openid.delegate" href="http://NAME.myopenid.com/" />
Now you can use your domain or subdomain everywhere you're allowed to enter an OpenID. To post a Blogger comment, select "Any OpenID" from the drop-down and enter your URL. You'll be redirected to the OpenID provider to enter your password.
Google removed the option to enter your URL when you don't sign up with a Google account, but you can still show the URL if you use OpenID.
Update: Blogger brought back the option to enter a URL when post unauthenticated comments.