I'm assuming that the main template for your site is what's showing? Some obvious things to check:
1) You have the correct template selected in the Page Tab/Canvas Integration tabs in JFBConnect
2) The JFBConnect System plugin is enabled.
If those are correct, it's possible it's an issue with the RocketTheme template, which can try to take things over a bit. Can you try setting your main site's template to a non-Rockettheme one, temporarily, and see if the FB one properly loads in your Page or Canvas? That will help determine the problem.
Another thing to try is simply to go to your home page, or whatever other page you have set to show within Facebook, and add the following to the URL: ?template=fb_template (or whatever your template is actually called), so the url would look like:
site.com/?template=fb_template
Let us know how that goes!
Alex