It seems like something is broken with Facebook currently. Looking at your site, JFBConnect is properly loading the Facebook Javascript library using the fr_FR locale. That should make the popup appear as you're looking for. For some reason, it's not though.
We'll investigate some more, and look for any open bug reports from Facebook about this. Unfortunately, we don't have any control over the text in that window. Either there is a bug, or Facebook simply doesn't have a French translation for that popup available (unlikely).
One final thing that Facebook could be doing is checking your browser's language. If your default language is English, it may be using the English popup. Please make sure your browser is also set to default to French.
Finally, if you know of any sites where the popup does work in French, please let us know. We'll gladly check out their code to see if there's something we're missing.
I hope that helps, and sorry for the inconvenience,
Alex