There is no solution at this point.
I postet this with care under “Plugins and Hacks” because I really need a hack.
I thought about this way:
1. Create a pseudo page with no content, just to have a new id for a new comment slot.
2. Include WP headers in my own page (outter WP) and use the appropriate comment code with the id of the pseudo page…
What don’t you understand? e.g. you have a static site S:
S := http://www.domain.net/something/strange.php
And you want to allow users to add comments on S. Instead of using a new script, it would be nice, to use the functions WP provides for storing and printing comments.