In short, don't worry about it
Basically, Facebook scans your pages to make sure their legit (not spam, porn, malicious, etc). When you first add Facebook widgets to your site, they haven't had enough time to scan the pages. Once they do, that message will go away.
I just checked the link you posted, and the message isn't there.. so you're probably already cleared in Facebook's eyes.
Hope that helps,
Alex