Russell,
The Page Tab URLs should point to the page you want displayed after the Reveal Page is Like'd. JFBConnect will automatically detect if a user has Like'd your Facebook Page, and if not, will show the Reveal page. If they have Like'd the page, then the Page Tab URL would be displayed.
When you say "the Welcome Page", is that the home page (or some other page from your site), or are you talking about a different tab within your Facebook Page?
Finally, once a Facebook Page is 'Liked' by a user, if they come back to your Page later on, they will go directly to the Wall regardless of what the default Tab is setup to be. This is behavior setup by Facebook, and not something we can control within JFBConnect. We, and many others, agree this isn't the correct behavior, but it's how Facebook has things setup.
Hope this helps. If you don't mind, please send us a link to your Facebook Page, so we can see what's happening. You can private message it to us as well, if you don't want the URL to be public.
Thanks,
Alex