I'm still learning about how Drupal works under the hood, so please bear that in mind, but it seems that the comment setting on the Content Type acts as a template for any nodes created using it, therefore as the other poster said, you need to go back and change all your old nodes, which can be a bind.
If you're happy diving into the database and doing it via SQL you can with the following queries, which I've tested on Drupal 7, but looking at the db structure for Drupal 6, should work for it as well:
