When you use the notification system to go to a post ("X friend commented on your post"), you are taken to a page with just that post, not your entire wall. You can also get there if you receive an email notification and click on see the message, but, how can you get that URL for any given post, without the notification/email?
Hover over the timestamp for the post. It is a link very similar to the way it works on Twitter.
1Wow that is the least intuitive way to ever do that... I didn't even knew it was a link I thought it was just a label! Plus hovering shows the timestamp... how are you suppose to figure that its a link to the post! Well good thing we got webapps :) Thanks @rchern– bangokerNov 18, 2010 at 19:13
+1 Just a few days ago I used a screen capture because I didn't think this was possible!– LeftiumNov 18, 2010 at 21:18
3Sadly, its another example of the trend of looking clean at the expense of intuitiveness, google does it, and the iphone has a lot of examples also (who would ever intuitive think to drag an app onto another app). The tech generation (of which I am a part) will play enough or search to find these things out, but the less tech savvy and older generations really suffer.– studgeekNov 23, 2011 at 15:39
Rebecca Chemoff is right..though you don't need to hover. Just click on the "date" of the post. For example, on every post, there is the date, like "9 November" -- that contains a link. Click the date, and voila, the url of the post appears.