When you add Disqus to your site e.g. as I did with http://www.lincolnphipps.org then make sure that the following Disqus plugin advanced option is set,

Comment Counts   [ * ] Output JavaScript in footer

If it is not checked then when you click the post and then click the (theme dependant) link that is usually at the top of a post to jump to the comments at the bottom of the post, it does nothing. The default WordPress anchor tag is #comments but with Disqus it is #disqus_thread

When this disqus plugin advanced option is checked then the correct anchor is used and you will jump to the Disqus comments as expected.