My blog is set for the recommended full page comment, and it is set to make it easy to comment.
Try commenting on my post. If it works great! If it doesn't work please check your internet settings.
Internet Options - privacy - advanced. You should see 2 lists of check boxes, 1 is for 3rd party cookies. You want it to accept 3rd party cookies.
Also on the Privacy screen my setting is medium high and I don't have too many problems posting comments even when I use internet explorer.