I'm a little confused, but I'm sure we can help get to the bottom of it. In the first sentence, you mention logging in the first time (registering). In the 2nd sentence, when you say "enter their information manually", are you talking about just logging in through Joomla (not registering through Joomla), or something else?
The reason I ask is because the Login redirection in the JFBCLogin module is only for users who have already registered on your site: either through the normal Joomla registration method or through Facebook. After this, they're just logging in using the module, and it's not their first-time.
If a user clicks the "Register for this site" link, we simply send them to the normal Joomla Registration Page, and they go from there. Unfortunately, Joomla doesn't automatically log a user in, like JFBConnect does, after they register, so there's not a great way to detect new users from old users.
Hope that helps explain, but if we're missing something in what you say, just let us know, and we'll be glad to help out!