When copying files and folder to another disk, with Speed Doubler 2 installed, Get Info comments of files would transfer but comments for folders would not. According to Stephen Giles, with the new Speed Doubler 8, no comments (from files or folders) get transferred. Clayton Hibbert confirmed this.
Stephen adds: "Speed Doubler 8 also does not support fast copying using contextual menus, although Connectix promises to provide this capability in the future."
Update: Julian Yip-Khoon Koh, who has written a review of Speed Doubler 8, claims that file comments do survive a copy to another disk. Well, I just got my copy of Speed Doubler 8 today and I tried it. The comments were definitely lost for me. A bit of detective work (by Julian) revealed that the comments are lost if you are using Mac OS 8, but are preserved if you are using Mac OS 7.
Meanwhile, a possible work-around for this problem is to use Commentator, a utility that can extract comments from one drive and restore them to another.