Do you mean that you get the message "This is a valid URL but it doesn't look like JIRA" in the Jenkins configuration section for the plugin?
If yes you can ignore it, I get the same warning but it doesn't hinder the plugin from working.
To verify that it's working without messing around with comments and Issue workflow you could add a JIRA version parameter to your job (as described here: https://wiki.jenkins-ci.org/display/JENKINS/JIRA+Plugin) and see if the Plugin loads and offers you the versions from your JIRA project when you run the build.
The plugin works well with my Atlassian OnDemand hosted Jira. You should at least provide some details about what's going wrong in your case.