How do some faucets manage to put their website or comments in the payment?

[Robin]

I noticed that some faucets manage to leave a small note with the payments...
Is this client-specific? I receive payments on blockchain.info.
Thanks for any info about this!

[iruu]

You can send a note too, click on custom under transaction type in sending tab, there's a public note field.

[DannyHamilton]

Is this client-specific?

Yes.  This is not part of the bitcoin protocol.  It is just an added feature that the blockchain.info website provides to people that use a blockchain.info wallet.  The comments are stored only at the blockchain.info website and are only viewable there.

[Robin]

Many thanks to you both.
I was sure the chain did not carry these comments, I found the option in blockchain.