How are you trying to add it? As posted above, the JFBCLogin module which is installed with JFBConnect is the easiest way to do this. Simply publish that module, and you're good to go.
If you're using another module for Login functionality, and you want to add the Login With Facebook button to it, you'll need to determine where the template file for the module is loading from, and add the following text to it where you want the Login With Facebook button to show:
If you're looking for more help, or can't get any of the above going, just let us know, and we'll be glad to help out however we can!
Thanks,
Alex