I created this widget in response to this request on the Movable Type forums. It's complicated, but readable. If added to a blog, it will need to be cached using template module caching because it contains several block tags which will do database lookups.
<div class="widget-my-last-replies widget">
<h3 class="widget-header">My Last Responses</h3>
<div class="widget-content">
<mt:Comments blog_id="2" sort_order="descend" lastn="100">
<mt:CommentReplies>
<mt:If tag="CommenterID" eq="1">
<mt:setvarblock name="push(permalink)"><mt:commentlink/></mt:setvarblock>
<mt:setvarblock name="push(entries)"><mt:commententryid/></mt:setvarblock>
<mt:CommentParent>
<mt:SetVarBlock name="push(parent)"><mt:CommentAuthor/></mt:SetVarBlock>
</mt:CommentParent>
</mt:If>
</mt:CommentReplies>
</mt:Comments>
<mt:loop name="permalink">
<ul>
<mt:If name="__counter__" lt="10">
<mt:var name="__counter__" setvar="counter"/>
<mt:var name="counter" op="--" setvar="counter"/>
<mt:var name="entries[$counter]" setvar="eid"/>
<li>I <a href="<mt:var name="permalink[$counter]"/>">replied to <mt:var name="parent[$counter]"/><a/> who commented on
<mt:Entries id="$eid">
<a href="<mt:EntryPermalink/>"><mt:EntryTitle/></a>
</mt:Entries>
</li>
</mt:If>
</ul>
</mt:loop>
</div>
</div>
<div class="widget-my-last-replies widget">
<h3 class="widget-header">My Last Responses</h3>
<div class="widget-content">
<mt:Comments blog_id="2" sort_order="descend" lastn="100">
<mt:CommentReplies>
<mt:If tag="CommenterID" eq="1">
<mt:setvarblock name="push(permalink)"><mt:commentlink/></mt:setvarblock>
<mt:setvarblock name="push(entries)"><mt:commententryid/></mt:setvarblock>
<mt:CommentParent>
<mt:SetVarBlock name="push(parent)"><mt:CommentAuthor/></mt:SetVarBlock>
</mt:CommentParent>
</mt:If>
</mt:CommentReplies>
</mt:Comments>
<mt:loop name="permalink">
<ul>
<mt:If name="__counter__" lt="10">
<mt:var name="__counter__" setvar="counter"/>
<mt:var name="counter" op="--" setvar="counter"/>
<mt:var name="entries[$counter]" setvar="eid"/>
<li>I <a href="<mt:var name="permalink[$counter]"/>">replied to <mt:var name="parent[$counter]"/><a/> who commented on
<mt:Entries id="$eid">
<a href="<mt:EntryPermalink/>"><mt:EntryTitle/></a>
</mt:Entries>
</li>
</mt:If>
</ul>
</mt:loop>
</div>
</div>