1. Make a comment on a story.
2. Click "reply" on your comment. The text window at the bottom will now have something like this in it:
1758204

3. The link is the link to the story, followed by '#comment_' and then the number that showed up in your text window. Like this:
http://www.fimfiction.net/story/68414/Quizzical#comment_1758204

Alternately, you can "Add comment" your reply to yourself, then "Copy link location" after your new comment makes a link, then delete your reply comment.

It is a forward slash, not an underscore

528217 Oddly, either a forward slash or an underscore will work. IIRC reply gives you a forward slash, but the HTML for the page has an underscore.

530916 Hurm