I've moved this thread to RGSSx Script Support. Please be sure to post your threads in the correct forum next time. Thank you.
No, you haven't done it correctly. You have made a script call. However, the script tells you to use a Comment command. You'll find that at the bottom of the first tab in the Event Command menu. Then type it exactly like the example given i.e. you must use the < > around your comment so that the engine knows that there is something here that needs to be executed. So, using your example, you would type this in the Comment
<mouse talk Dodgy guy>