To subscribe means to have new postings on my blog come to your news reader, which is often incorporated into browsers like Firefox and Safari. In that case look for 
or 
, click on it, and the browser will show you the feed address. Otherwise, you can click on one of the two subscription buttons on my page, which takes you to a page with the feed address. Either way, copy the address and paste it into your reader. For free desktop readers, Mac users can try NetNewsWire Lite, and PC users can download RSS Bandit. Or just read your subscriptions online with readers like Bloglines, Google Reader, or Netvibes.
As you may have noticed, I don't allow comments on my blog. To understand why, read Why I don't have comments. Instead, I prefer that people respond on their own blogs and send a trackback to mine, letting me and readers know that you have commented on a post. If you don't have access to a trackback mechanism, you can go to Adam Kalsey's Simpletracks.