Anna,
I'm not sure. That's definitely a strange problem. JFBConnect has been installed previously without issue? The best guesses I can make are:
* Make sure your Temp directory for Joomla is writeable
* Make sure you are using the correct com_jfbconnect_j25_v422.zip file (not the one that says _unzip_first)
* Try uploading the unzipped directory structure to your temp directory and using the "Install from Directory" option to install, instead of the upload option.
Let us know if any of the above helps,
Alex