I agree with the dicionary's stipulation that the word "that" in there should not be preceded by a comma. So:
--Get the apple in the basket that is red
is ok, and
--Get the red apple that is in the basket
is even better.
In this usage you don't want any commas. As for the question of whether you ever use "that" after a comma, th only usage I can think of is if you have an aside that is bracketed between commas, such as
--He said, jokingly, that my voice sounded great.
I wouldn't really say that this counted, however, since "jokingly" in this case isn't part of the main clause: "He said that my voice was great." Off hand, I can't think of any cases where "that" needs to be preceded by a comma in the main clause (though that doesn't mean that there aren't any).