Request Sent -> Approve Apps -> Allowed redirect to URL set

I believe you're saying that when the user is redirected to your site, you want to force them to login first? If that's the case, unfortunately, that's no longer possible. The feature was part of Facebook and was called "Authenticated Referrals". Facebook just announced (5 days ago) that they were removing the forced-authentication functionality because it was leading to low quality apps and, generally, annoying users:
developers.facebook.com/blog/post/2012/1...tion-developer-love/

There's no way to force user's to login to your site anymore. For apps created previously, they will still have the ability for the next 3 months before the feature is removed entirely.

Hope that helps explain, but if I'm not right about what you're looking for, just let me know!

Thanks,
Alex