I predicted this in one of my first posts... many people, including myself, will be attempting to use the blog as a news module. It is actually pretty much the best module around for that purpose other than the one issue; that it is designed for a single user. This is the source of your problem Marknas.. the blog only has one user, in your case the host (commenting is done outside the blog permissions). The new version of the blog lets you have multiple blogs each with their own user, but as they are unable to post to the same categories, the issue remains.
HP has been busy pointing this out in the forums and has included definitions of what a blog is on the project page just to make sure everyone understands it. However, I notice in a recent post that he has suggested he might look into implementing the feature if it can be done retrospectively. I sure hope he can somehow manage to do this :)
The solutions in the meantime are:
Continue using the blog and see if the feature comes along later.
Use the new Personal Blogs feature and then set up the categories to cover up the issue.
Use another module - http://www.dotnetnuke.com/tabid/794/action/cat/lcl/2/parentID/58/Default.aspx
And now for a rant about DNN that belongs elswhere but it hardly matters as ears can be very deaf around the scene:
This all really opens up a larger debate. There is a massive amount of overlapping functionality in blogs, forums, news, repositories and so on. In my view the basic components of these things should reside in the actual dnn core much as the user management does, and then module developers would not have to all be recreating the same things over and over again. Isn't this the whole point of a database driven framework such as this? ... even I could see this problem coming a long way back, I'm surprised Shaun has let it happen.
Us users are now running from developer to developer harrassing them to try and make their modules do it all. The module that gets there first will make the rest defunct. No one really wants 6 different ratings systems, 6 comments systems, 6 upload systems, 6 paging systems, 6 archiving systems, 3 search systems and 4 text editors all on one site?!?
And this is the bit I've pointed out repeatedly in the main forums: To handle this issue, DNN needs a strategy that covers everything it touches off, not just itself. If there is one, I'd very much like to see it publicised. If there isn't, then Shaun needs to hurry up and get some non-developer skills into the core team and have one written up.
Sorry to rant in here, but coming across the same basic issue 10 times an hour when browsing DNN-related forums just has to trigger a burst now and then :P
Good luck Marknas
Rob