Aron,
If you set the "Enable Automatic Registration" setting to "Yes" in the JFBConnect -> Configuration area, a user should be automatically registered whenever they click the Facebook login button for the first time.
If they aren't automatically registered, it usually means one of the following:
* There is already a Joomla user in your site with the same email address. In that case, enable the "Automatically Link Users by Email" setting. Otherwise, the user will have to use that login/registration page to login to their existing account.
* Your site is not properly communicating with Facebook and is unable to get the user's email address. This is unlikely, but does happen.
I'd recommend testing with a different Facebook account as well to see if it's working for you with that account.
Finally, there's no way to automatically register a user that just visits your site. They have to click the Facebook login button and 'approve' your site. After that you can automatically log them in when they return.
I hope that helps,
Alex