Disqus (http://disqus.com) allows users to comment on your entries everywhere. At it’s simplest form, you can simply add javascript to your pages, but this doesn’t deal with all the existing comments on your website, and isn’t very search engine friendly (since comments are displayed using javascript after page load).
CX Disqus Comments helps solve this problem by exporting your existing comments to Disqus, then syncing new Disqus comments back to ExpressionEngine’s internal database. This is especially great if you feel uneasy about a third party being responsible for the safe keeping of all those user comments!