If you just setup JFBConnect (and your Facebook Application), give the comments a day to get the moderate button. Facebook has to scan the page, detect some information we put on the page, and then will 'know' who the admins are.
As for deleting, no, you can't ever delete a post, but you can hide it from everyone. The reason you can't delete it is because someone did post it.. so Facebook doesn't allow you to stop other peoples speech or delete what they say (since it can also be in their profile). However, when hid, the only users that will see it are the user that posted it or the user's direct friends.. which means it's likely 'effectively' deleted from the majority, if not all, of your guests.
Hope that helps. If the moderation stuff doesn't show up in 48 hours or so, just let us know, and we can take a look!
Alex