If you aren't using Peep, are you using another Twitter app or the browser?
In the browser you should have the option to "Share Page," then select Facebook. This works on both the default browser and Dolphin HD. Go to the page you want to share, hit menu, then Share Page. You can also share from a link by long-pressing the link. Lastly, in the default browser you can long-press the URL field (address entry) and share from there as well.
All of these forward you to m.facebook.com, where you can add a comment.
EDIT: I just noticed you are using the EVO. These are all Sense-based, so it should work on your EVO just like it works on my Dinc. I think.