Reader 9 is not current, so you might want to try updating that.
As for commenting, it is generally pretty simple. All you should have to do is open the document and click the sticky notes tool, then click where you want to leave a comment. I've attached a file showing this.
Once you're done, make sure to do a save as and then give it a new filename.
If you're having issues creating PDF files from any program like Word, OO.o, etc try using BullZip which is a free PDF printer, it works well in my experience.
If you're trying to comment on someone else's document, you can go to File > Properties > Security to check the permissions you should have as seen below.
