Hmmm. That's definitely strange. I'm not sure why you can't get there. If you have a separate Facebook user, you can try to create the application with that account. Unfortunately, there's no way to let user's log into your Fan page, they need to log into your application which is separate.. we wish Facebook would combine Pages and Applications in some way. Because of that, it really doesn't matter the user that creates the Application, and once created, hopefully, you can add your Fanpage user as an administrator of the new application.
Hope that makes sense and helps you get underway!
FaceBook Fan Page
