There is not a way to comment directly in the configuration. You can do a screen capture of the configuration after it is done, comment in that file and use it to make changes back to MDS. i.e
#This is a interface
interface fc 1/1
#This shuts interface down
shut
When you go and paste this to the MDS configuration via the #comments will not be written
but it will lok like this
Musky-9506(config)# #This is a interface
^
% invalid command detected at '^' marker.
Musky-9506(config)# interface fc 1/1
Musky-9506(config-if)# #This shuts interface down
^
% invalid command detected at '^' marker.
Musky-9506(config-if)# shut