Joolz,
We haven't seen that issue before. I did just try putting your URL (
www.classiceventscatering.co.uk/) into a test app we have and we didn't receive that error. Please make sure that's the URL you are using. In the image above, you have just the name of your site 'classicevents', and not a real URL. That may be the problem. If not though, let us know.
Finally, the Canvas URL is only used for a small sub-set of JFBConnect functionality. Things like Logging in, comments, and social widgets (FB Like, etc) will all work even if your Canvas isn't properly setup or working.. so unless that's critical, I wouldn't be too concerned with that error for now.
Hope that helps,
Alex