You don't need to change anything in wp-admin. Just your theme files.
Go to: Admin >> Presentation >> Theme Editor >> (select) Default (Kubrick)
Kubrick - Main Index.php
Open index.php and search amongst the code for any reference to comments. It looks something like this:
<div class="entry">
<?php the_content('Read the rest of this entry »'); ?>
</div>
<p class="postmetadata">Posted in <?php the_category(', ') ?> | <?php edit_post_link('Edit', '', ' | '); ?> <?php comments_popup_link('No Comments »', '1 Comment »', '% Comments »'); ?></p>
</div>
Change the No Comments to whatever you want. Save.
Open Kubrick >> archive.php
Find this:
<div class="entry">
<?php the_content() ?>
</div>
<p class="postmetadata">Posted in <?php the_category(', ') ?> | <?php edit_post_link('Edit', '', ' | '); ?> <?php comments_popup_link('No Comments »', '1 Comment »', '% Comments »'); ?></p>
The default theme (Kubrick) has these comment php codes as standard. If you haven't changed your default theme, or uploaded a modified version or some else's version, then the Comment code will be there.