Yeah, I tried that mt-comments.cgi URL by adding comment_id onto it too - but had the same results as you.
I wonder if you could modify the Show/Hide javascript to display the comment only after you clicked it in the iframe. Although I don't know that much about how regular windows and iframes work together. (there are quite a few versions of that javascript floating around -
scriptygoddess has one if you search over there.)
Are you going to have specific comments that you are going to be linking? Is that why you are wanting to specify it by the actual comment_id?
a select statement for this with MySQL and PHP or even the MT SQL plugin could look something like this:
CODE
SELECT comment_id FROM mt_comments WHERE comment_id='13'
if that makes no sense, I can write it out in more complete terms; I'm just not sure if that's really gonna be helpful to you if you have to specify the ID number for each one you want to display.

Kristine