You can't remove any comments here after you've posted them.
It's in the FaQ too, to make sure you're happy with the comment, doublecheck and whatnot as to avoid post-regret.
So if it doesn't violate any of our posting rules it won't get removed.
You can however always render yourself anonymous whether it's a comment, or a question you've asked simply by tagging the little box found on the right side (comments) or on the bottom side of the "update question" section (questions)
If it's one of your own questions, you can "disavow" it by going to "Questions" on your profile, and looking for the black chain icon. This will render the question anonymous and you'll receive no further notifications.