I have set all comment streams to toggled, but it doesn't work All you have to do is click on the comment button or the counter to open the comment stream.

That's exactly what toggled does. It toggles the display of comments on clicking the button or the count. What exactly are you wanting it to do? Below is a description of each display option.

Inline (Collapsed) = will always display comments, but only after using the comment button.
Toggled = will not display comments until after clicking the comment button, which will then load the comments in.
Page = will display comments only on directly accessed individual activity pages, which the comment button will send them to.
Modal Window = will only display comments in a modal popup window, which the comment button will open.

Each are described as to exactly how they work in the parameters description. CB Activity is quite fast now though so you may not even notice it doing the ajax when using toggled.