Right now, the only way to add a URL to your name when commenting is to sign your comment with OpenID. We apologize for removing the URL field from the comments form prematurely two weeks ago. That was a mistake on our part that came from launching OpenID support on Blogger in draft.
Ironically, our testing of OpenID, a feature that lets you use accounts from all over the web to comment on Blogger, made it appear that we were trying to force you into getting a Google Account. We regret this appearance, since we're strong supporters of OpenID and open web standards in general.
If you haven't set up OpenID, you can still link to your blog - or any webpage, for that matter - by using the standard [a] tag inside the comment form.
Because adding hurdles to commenting isn't a problem. Just expect your commenters to jump over them.