How deny the comments for all users? And remove link to the "Last comments" from menu?
Go to the groups page and disallow comments for all groups there - as discussed in the docs and countless threads. To remove menu items, use the plugin "Final_Extract v.2.3 with usergroup settings by admin panel (http://forum.coppermine-gallery.net/index.php/topic,36605.0.html)" or modify your theme as discussed in many threads as well. One issue per thread!