Yes, I would recommend BlogEngine.NET
This has recently been upgraded to version 2.0 with a whole host of improvements.
By default it doesn't provide the ability to allow only registered users to comment. However, as it is completely open source you can modify the files yourself.
It would be as easy as adding a simple check in the CommentView.ascx .cs file to enable comments if the user is authenticated. There is a post on the codeplex site with some information on this.
This naturally all depends on whether you are a developer or not.
Ah, I've just noticed you have tagged your question with the
php tag - blogengine.net is a .NET product. I'll leave this answer here for other users that may find your post.