Verdelino,
As Melissa mentioned, that issue is caused when your Instagram Application wasn't created properly. Please make sure you've followed each step of the
Instagram Application Setup Guide
. Specifically, step 4-d.
Also, when you're testing, make sure you've used the same scheme (http or https) and subdomain (www or non-www) as you configured in step 4-d. If the domain that you are trying to authenticate from doesn't match the setting in 4-d exactly, you'll get the error mentioned above.
I hope that helps,
Alex