Commentaries are a nice feature, but are going to be difficult for the average digital video user. To do this, you essentially watch your video and record an audio track using a program like Soundtrack Pro or Garage Band. Then, you lower the volume of your film in your editing project, and lay the new audio track over the whole thing.
From here, you export the video again and put it on a separate track in your DVD. This is not the same as is done in a professional setting, but often the best you will be able to do. Some more expensive authoring programs have some form of commentary functioning, but it is hard to work with.