If you just want a simple box around each comment, you can add the following to your CSS and tweak it as you see fit:

.comment {border: 1px solid #000000;}

Of course, it's also possible to add a different background color in there, too. If you want to change just the header of the comment - which is the date/time, subject, etc. and just put a box around that change .comment to
#comments .header

Let me know if you have any other questions. I'd be happy to help!