1. Log in to your dashboard--> Design- -> Edit HTML

2. Click on "Expand Widget Templates"

3. Search "Ctrl+F" and find the following cod:

<dl id='comments-block'>

4. Replace the upper code with the next one:

<dl expr:class='data:post.avatarIndentClass' id='comments-block'>

5. Search for:

<a expr:name='data:comment.anchorName'/>

6. Before the upper code paste the following one:

<b:if cond='data:comment.favicon'>
<img expr:src='data:comment.favicon' height='35px' width='35px' style='margin-bottom:-2px;' />
</b:if>
<a expr:name='data:comment.anchorName'/>
<b:if cond='data:blog.enabledCommentProfileImages'>
<data:comment.authorAvatarImage/>
</b:if>

7. Now find  #comments{ and replace him with:

#comments{
          padding: 0 15px 15px 15px;
          position: relative;
          background-color: #f6f9fc;
          border: 1px solid #116abd;        }
        
        #comments h4 {
          margin: 0 0 10px;
          padding-top: 0;
          padding-right: 14px;
          padding-bottom: 2px;
          padding-left: 29px;
          font-size: 120%;
          line-height: 1.4em;
        }
        
        #comments a:link, #comments a:visited, #comments a:active, #comments a:hover{
          color: #986610;
        }
        
        .comment-author {
          margin: .5em 0;
          padding-top: 0;
          padding-right: 0;
          padding-bottom: 0;
          padding-left: 20px;
          font-weight: bold;
        }
        
        .comment-body {
          margin: 0 0 1.25em;
          padding-top: 0;
          padding-right: 0;
          padding-bottom: 0;
          padding-left: 20px;
        }
        
        .comment-body p {
          margin: 0 0 .5em;
        }
        
        .comment-footer {
          margin: 0 0 .5em;
          border-bottom: 1px solid #000;
          padding-top: 0;
          padding-right: 0;
          padding-bottom: .75em;
          padding-left: 20px;

Change the values of the red lines or simply remove them if you dont want to have a colored comment background and a border around it.
Change the values of the blue line to change the separator line between comment.
Modify the green line to change the color of the links.

DEMO