Allan,
Thanks for the tip on the SSL guide. We'll be going over all our documentation soon with the upcoming release of 4.2, and will try to address the static IP issue.
Glad to hear you got the Application page working.
As for the error you mention, the message pretty much explains it all. If you're trying to add your application to a Facebook Page, you need to be the administrator of that Page first. You can't add it to a personal profile, if that's what you're trying to do. If you are the admin of a Page, and it's not working, please post a link to the actual FB Page, and we'll look to see if there's anything we see that could be causing the issue.
Finally, no, there's no way to get a
www.facebook.com address for your app. All apps live under the apps.facebook.com domain.
Good luck,
Alex