Do you mean the latest posts box over on the right of the page? If so, I think they stay there until someone else posts (maybe in another category) and your post gets pushed down the list till it disappears.
Yes, if you are talking about when you post a comment on an old thread (over a month old) then they won't appear on latest posts. It's a good job really because some spammers often trawl through old posts and post replies selling their wares (not sure why).
If you are talking about new posts on newish threads then maybe you need to press Refresh before you see your post on the Latest Posts list