Hi Kathy - thanks for the screen shot that helps. You can't turn the new commenting on or off from the popup window - you have to do it from the actual updates area. If you turn it off there it will turn it off for the pop up as well. This should allow you to send approvals through comments again.
I should note: Since new commenting will eventually be the only commenting experience, you might want to submit some feedback on the new commenting to get the approval option back. It's also the default commenting option since they are wanting users to get experienced doing it so all users will default to it and if you ever clear you cache and cookies it will likely reset you to "new commenting"

Enter your E-mail address. We'll send you an e-mail with instructions to reset your password.