Can’t find the Discussion module? By default, new blogs on WordPress.com will have the Discussion module hidden. You can reveal it by clicking on Screen Options on the top right corner of your Admin page, and checking the box that says Discussion.
You want to "unhide" these:
Posts – Post Tags, Categories, Excerpt, Send Trackbacks, Discussion, Comments, Post Slug, Post Author, Post Revisions
Page – Page Attributes, Recommendations, Featured Image, Discussion, Comments, Slug, Author, Revisions
Then try following these instructions http://en.support.wordpress.com/enable-disable-comments/