One of my most frequently commented on posts has been Simplify List Item Approval using the Datasheet View. Most of the comments have been words of thanks, but a few have been words of frustration, along the lines of "I tried this but it doesn't work. Any ideas?"
Actually, yes. I have a few thoughts.
1. Perhaps you don't have permissions to approve comments?
2. Perhaps you're using the wrong view? It's an easy mistake - I did it again myself this morning!
3. Perhaps you're not getting the row changes to commit.
Let's examine each of these.
Permissions?
This is the first most obvious thing to think about, but I don't get very far with this train of thought. This is your blog, right? You are the site owner, so you will have these permissions (unless someone else took them away from you, I guess.) Things to check:
- Is the Comments list using custom, non-inherited permissions? It should be - in an intranet scenario where all Commenters are authenticated users, and evaluate to being members of the site visitors group, which normally has no permission to add items to a site. In an Internet blog scenario, Commenters are anonymous visitors, and anonymous visitors normally cannot create any content on a SharePoint site. The Comment list of a blog is an exception to these rules, therefore it needs custom permissions. The blog site template should have taken care of this housekeeping at site creation time. But maybe someone went in there and messed with things. Double check that the site owners group has full permissions on the Comments list.
- Here's more details on how to enable anonymous users to create comments: Behind the scenes of the “Behind the Scenes” blog
Wrong View?
The default view for comments list is "All Comments". Check out what's going on in the Datasheet status bar here, this one isn't going to work:

The only view that will let you update the Approval Status is "Approve/Reject Items". To make your life simpler you may wish to go into the list settings and set that one as the default view for the list.
Unsaved Changes?
Now, once you're in the correct view, make sure that you watch the icon in the left row header cell to see that your changes are committed. Pending changes look like this:
While the changes are being saved, the icon changes to double arrows:
Now, I kind of doubt that unsaved edits is the real problem because you should get prompted with the following message if you try to navigate away without saving your changes:
Those are all pretty obvious signals of what's wrong, but people haven't really mentioned those signals in their comments. So... maybe there's something else going on here that I'm not thinking of. If any one out there can figure out the mystery post a comment here and let's try to get to the bottom of it.