That error almost always means there's a file permissions issue on your system. The error is thrown by Joomla itself while trying to start the install process and not a part of the JFBConnect package at all.
I'd recommend looking at the following help information from the great guys at
OSTraining
to see if that helps get you going.
Other options would be to unzip the package and upload to a custom directory on your server (like /tmp/jfbconnect/. Then, use the "Install from Directory" option in the installer.
I hope that helps, but if you need anything else, please let us know.
Thanks,
Alex