The connect URL is input into your Facebook application in the Facebook.com/developer area. However, the error you're receiving at the top is the main issue. Your server is not configured to make secure requests to other servers, which is a requirement for Facebook connect.
There's nothing we can do about this on our end, as this is a server configuration option. If you go to Help->System Info and then the PHP Information tab, under the "Curl" area, you should see the following:
cURL support enabled
cURL Information libcurl/7.15.5 OpenSSL/0.9.8b zlib/1.2.3 libidn/0.6.5
The most important part is the OpenSSL portion, which is what enables the SSL requests.
Please contact your server provider, or enable cURL SSL support.
URL setting in connect
