Nope, you're not doing anything wrong. Earlier today, we released JFBConnect 4.0.1. The version is red is simply letting you know that you're not using the latest version. 4.0.1 was a bug-fix release for some minor issues reported in 4.0.0. We always recommend using the latest version, but if you don't think you're affected by the issues in the changelog below, you can safely skip it:
www.sourcecoast.com/jfbconnect/docs/changelog
Thanks,
Alex