This generally means that Facebook doesn't like the domain you have entered for the app, you haven't entered a fully qualified Site/Canvas URL (with the http://www. etc) or the Site/Canvas URLs are not on the domain that you have set.
To get these URLs set correctly, I suggest using our Autotune tool in the JFBConnect backend. It will provide suggestions for what these values should be. You can then automatically apply those suggestions to your Facebook application through JFBConnect or go into your FB app and do it manually. To get to Autotune, just go to administrator/index.php?option=com_jfbconnect on your page and click the Autotune button. Pay attention to the "Application" and "Canvas" tabs on the "Facebook App" section to see the suggested values for the domain, Site URL and Canvas URL.
Facebook canvas is a frame in which to put your app directly on Facebook.com on desktops and laptops. You populate this frame by providing the Canvas URL that contains the HTML, Javavascript, and CSS that make up your app. Generally, you can just put the same value for your Canvas URL that you have already set up for your Site URL.
I hope this gets you past this hurdle and answers your questions, but let me know if you continue to run into issues getting the Application configured correctly.
Thanks
-Melissa