Colin,
I removed your key from above. Not a big deal, but the idea is to keep it secret.
As for your issue, my guess is that you have the System - Cache plugin enabled. This plugin needs to be ordered highest/last to work properly with JFBConnect (and other plugins) as the Cache plugin takes a snapshot of the page and serves it up on subsequent requests. If the JFBConnect plugin hasn't loaded to "do it's thing", the snapshot won't contain everything it needs.
If that's not the problem, let us know, but I think it is
As for the key, that shouldn't be an issue at all.. however, I'm not sure why the border_color parameter isn't equal to anything. Is that the module you're using or are you directly adding the {JFBCFan ...} tag to the page?
Thanks,
Alex