Hey Alain,
Sorry for the delay...
I tried to reproduce your problem, but I was unable to.
In the cat field I entered just one category and the module was displaying the comments. Then I entered a comma and another category and I was still seeing the proper comments. Then I entered a non exiting category and the module correctly showed "There are no comments".
Could you please debug this a little bit further? Try to enter just one category that you know has commetns, then try it with another one...
Cheers,
Daniel