Although there's no direct equivalent to the Cisco IOS "!" to add comment lines to an HP ProCurve switch config file, you can achieve a similar result by using multiple "alias" commands within the config file, with a final "no alias" command at the end of the script to tidy things up:
alias COMMENT "Some procurve configuration comment line here"
...
alias COMMENT "Second line of comment"
...
no alias COMMENT