I want to use the yellow "post-it" style comments in my document to show when I'm presenting slides, but they disappear automatically when I start playing the slideshow. How do I keep them there when presenting?
You cannot (if you want to be sure of it, simply search for “note” in Keynote’s help).
Comments are explicitly made for the presenter, not the audience. They behave just like Presenter Notes, except they are positioned on the slides instead of being meta-data.
If you want to show post-it notes on the screen, you'll have to obtain a post-it image somewhere, and then fill it with text.
The easiest way to do so is to take a screen capture of a dashboard widget. I'll be nice, here it is for you ;)
You can then simply add it as background image of a rectangle, and fill it with text however you please.
When you export your pdf you can choose to export it as "slides with notes", however when presenting the .key file in Keynote there seems to be no way to do it :(