I\'m terribly new to SQL, and cannot seem to get the desired information out, after trying a few different google searches, and reading through some SQL tutorials.
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You will need to use a JOIN statement to retrieve fields from multiple tables. http://www.w3schools.com/Sql/sql_join.asp
SELECT Activity.Who, Activity.What, Comments.When, Comments.Comment FROM Activity JOIN Comments ON Activity.ID = Comments.ID JOIN Tasks ON Comments.ID = Tasks.ID WHERE Tasks.Status = 'Closed'
Also, you're table structure looks to have a little redundancy.