DK stands for double knit and is the weight of the yarn, it is thicker than fingering weight yarn. See http://www.yarnstandards.com/weight.html
for a list of the yarns weights. Fingering weight yarn is a bit thin for making blankets I think. Next time your in your LYS get a ball of DK and compare it to the comfort yarn your using now to get an idea of how much thinner it is. Find out the gauge of the yarn your using (how many stitches per area with xx size needles) it should say on the label. Are you using the recommended needle size for the comfort yarn?