Which file are you trying to install? If it's the social modules or profile plugins, please make sure you've unzipped the file first as indicated in the name. Then, only install the files you plan to use. If you haven't read the configuration guide which goes through the installation procedure, we'd recommend that as well:
www.sourcecoast.com/jfbconnect/docs/configuration-guide
If it's the main component throwing the error, make sure you're installing the correct version for your version of Joomla.
Finally, if that doesn't help, please let us know what the exact name of the file is you're trying to install and the type of server you're using (Windows or Linux).
Thanks,
Alex