Question: I do not allow users to login to my blog, but I would like to enable facebook connect for those who do not want to enter their details in the comments fields all the time. How should I start doing it?

Enable on wordpress settings user logins, when implement facebook comment and thats it?

Answer: 
Try the new beta version of my Simple Facebook Connect plugin.

<http://plugins.svn.wordpress.org/simple-facebook-connect/branches/new-sfc/>

I prefer this comment implementation over others as mine does not create WordPress users directly from Facebook connected users when just used for commenting.
Use Facebook connect plugin

<http://wordpress.org/extend/plugins/wp-facebookconnect/>