There's quite a few posts on how to customize the login module throughout the board. We have intentions to make the login module work much more friendly with Joomla's (wonderful) built in template overriding system, but unfortunately it's just not there yet.
If you want to modify it yourself, the file you want to change is /modules/mod_jfbclogin/tmpl/default.php. Please make a backup of the file after your done so that if you ever install a new version, you're changes won't be lost.