What plugin? You mean the JoomlaComment
component? Well erm... sounds like you have a damaged Joomla installation and it didn't install properly.
Try reinstalling the component via FTP Folder to make sure it installs 100%, then you should be able to uninstall the component (which also removes the plugin that comes with it). You might get "folder so-and-so already exists" when trying to reinstall over the top, but just manually delete the old JoomlaComment folder it mentions and try again. I've done it plenty of times with all sorts of extensions.
EDIT: Here's an easier manual method.
1) Delete these two folders via FTP or cPanel:
/administrator/components/com_comment
/components/com_comment
2) Delete these
files:
/plugins/system/josccleancache.php
/plugins/system/josccleancache.xml
/plugins/content/joscomment.php
/plugins/content/joscomment.xml
3) Lastly, log into MyPHPAdmin (or whatever you use to manage your SQL databases) and delete all the "jos_comment" tables. From memory there should be around five - the root one, one for captcha, one for voting, etcetera.
As far as I recall that's all you need to do to completely erase it from the install. Be sure to clear your Joomla cache after removing JoomlaComment.