Nope. That setting is done by Facebook automatically, actually, and it's not always on. It's determined based on the user and information about your site regarding how often other user's leave it enabled. So, it being enabled is actually a good thing, because it means that Facebook sees your site as a whole as a good area for comments based on past behavior. If too many spammy posts are made, or too many users choose not to post to their wall, eventually, that checkbox will default to off.
The only settings you can modify can be found in the "Settings" link in the upper right of the box. That's available to any administrators of the FB application.
Hope that helps, but if not, let us know!
Alex