I believe what you are asking for can be set up on the Page Setup dialog box
on its Sheet tab. You can display this dialog box in XL2003 and earlier by
clicking File/Page Setup or you can display it in XL2007/2010 by clicking
the Page Layout tab and clicking the small box (with a tiny downward
pointing arrow) located on the right side of the title bar for the Sheet
Options panel. On this dialog box, toward the middle, is a ComboBox labeled
Comments... it is defaulted to (None), but you can select between two other
display options using it.