How to allow comments on some pages, but not others

See the Page templates in the Codex. Create separate Page templates for your different Pages: i.e. a default one – page.php – and a few more. For example, I’d definitely have one for the Links and so on.

When you have the page.php AND another Page template, in the Write Page subpanel you’ll have a new option on the right > to select the Page template to use with your Pages.