The only reason the headers could be sent from that line of code is if there's an php error, notice, or warning. Since the page is continuing to process, it can't be an error.
Since warnings and notices aren't critical (though of course not necessarily good), I'd recommend making sure that Error Reporting in the Global Configuration area is set to 'None'.
If it is a warning or notice, it would of course be good to know what it is. If you have it enabled and see it, please let us know. That specific line is loading Facebook's own PHP library, which usually is pretty stable. However, they're also replacing it completely in July so it may be a moot point in debugging their library at this time if there are no actual Facebook Connect issues you see.
Hope this helps, but if not, let us know!