Just go to the backend and enable nested comments. Once you do so people will see a button -> reply. And if they use it comments will get indented.
Regards,
Daniel

I did it, I see the reply button and I can add comments as reply, but they are not nested, they come right after the one I replied to, but at their same level, this is why I thought of some kind of css problem.

Yes, most probably the margin is removed by your template. Without a link to your page I cannot tell you what the problem could be.

Regards,
Daniel

It's ok, maybe I will ask again once the website will be online. I will try to figure out what the problem is. Do you know the folder where I can find the css of ccomment? And/or the css class responsible for the nesting effect?

Use this tool:
http://www.youtube.com/watch?v=FsX6qwQqGgQ

And a new window into the world of web development will open in front of your eyes

Cheers,
Daniel

I knew it but maybe I still have to learn all its secrets :P I'll let you know if I find something new about my issue. Thanks for now!

Got it!
I see Ccomment relies on the current template nesting rule for <ul> tags. In my case, for some reason, it has been set by the template owners to... no margin at all.

Getting the code from your Ccomment css template page I added:

[code type=css]
.ccomment-replies{
margin: 0.5em 0;
margin: 0 0 0 2em;
}
[/code]

in /media/com_comment/templates/default/css/default.css

In this way (I suppose) it overrides my template css for that specific class and now it looks great!
I don't know if this override will work in any case, but if it is so... maybe it would be useful to add it to the component css by default? So that it will be independent by some weird template setting. Just a suggestion, eheh. Have a good day guys!

Thank you for sharing this! I added a margin to .ccomment-replies just in case it is needed.
By the way -> the code that you have above only the second margin is applied as it overrides the rules of the first one.

Regards,
Daniel

P.S. Don't forget to leave a review about the component over here: http://extensions.joomla.org/extensions/contacts-and-feedback/articles-comments/24030 Thanks!