Have you logged in on the front-end already with the Facebook account that 'owns' the Page you want to connect to? That's the first step. If you haven't already, please make sure you've gone over the
Facebook Page integration for Joomla
setup guide. That should give you the step by step.
If that doesn't help, please let us know what you've done so far and we'll gladly help investigate any issues from there.
Thanks,
Alex