The Twitter registration process requires the user to go through the standard Joomla registration flow or the JFBConnect registration flow. That's because Twitter does not return the email address of the user, so they need to be brought to some registration flow to register.
I don't know why, but your Joomla registration page throws that error message in the popup. That message does not come from JFBConnect and I'm not sure where it's actually coming from. You'll need to narrow down the cause to one of the other extensions on your site. Also, you can switch the "Registration Component" setting in JFBConnect from "Joomla" to "JFBConnect" to use our registration flow, which may not show that message.
I hope that helps,
Alex