Where are you getting that message? Is that an output on to your page or somewhere else? The jfbconnect.js file is absolutely required for JFBConnect to operate properly and should be in the /components/com_jfbconnect/includes/ directory. If it's not, that's not good. I'm not sure where the /../ is coming from though, as that seems odd.
Beyond that, do you have any compression plugins or other 'optimization' scripts? JFBConnect simply adds the jfbconnect.js file to your HTML head area so that it's loaded by the browser. If something is trying to find that file on your file system, then it's something on your site that's likely trying to optimize (remove whitespace, compress, combine, etc) that file. If that's the case, it sounds like that optimization extension is having issues.
Hope that helps you investigate more,
Alex