give(on click)open browser behavior to comements l

A search will give you plenty of answers regarding the first two questions:
<?php // comments_popup_script(); // off by default ?>
uncomment this in your index file and make it (500, 500)
as for the login and registration links, you will have to add that to wp-comments-popup

That line should already be in your index file in the header section.

You should add the link to your blog in preferences. It wan’t easy to find.
http://djcityrich.com/wordpress/
I am not sure what you mean, it doesn’t open with the menu.

heh-heh, because the image is set in the css under #header. You need to use a different id for the comment popup header (or not set the image in the css)