I was doing the same thing when I found this post 🙂
I am a bit confused by what you are asking since that is where the checkbox and sentence appeared for me by default.
You would move it in the commments.php file within your theme directory.
If you are wanting it directly between your comment box (where a user writes) and the submit button:
<p><textarea name="comment" id="comment" cols="100%" rows="10" tabindex="4"></textarea></p>
<?php show_subscription_checkbox(); ?>
<p><input name="submit" type="submit" id="submit" tabindex="5" value="Submit Comment" />
Putting right in the middle there did it on mine.
