We don't have instructions on how to make the changes you're looking for. The Powered By link is meant to be a link to our site, but, like I said, can easily be disabled in any of the modules. If you want to change it in any of the modules, you can find the links in the /modules/mod_jfbcxxxx/tmpl/default.php file.
When you first join using Facebook, there are no references to JFBConnect. All information in the Facebook Login popup is generated by Facebook itself. Some of the information, like terms of service, description and your logo/image can be configured in the Facebook application you created.
Hope that helps, but if you have any other questions, just let us know.
Thanks,
Alex