The Requests functionality relies on your Facebook Canvas being setup. The Canvas is where the user is initially redirected, even if you use the 'Breakout of FB Canvas" option. So, you'll need to make sure your Canvas works, which has a URL like:
apps.facebook.com/joomla-extensions (that's ours)
The primary reason that the Canvas area won't work is that you don't have an SSL certificate installed on your stie. Canvas requires and SSL certificate, and so therefore, so does the Requests functionality.
Hope that helps explain, but if you need anything else, just let us know!
Thanks,
Alex