Salvatore,
Unfortunately, due to the way Joomla works, the page *must* reload. There's no way around that as that's simply how the underlying functionality of Joomla works.
Beyond that, there may be some way to automatically show the popup to the user after the login process has completed. We have a to-do item in our issue tracker to allow for a custom redirection on authentication on a per-page basis, instead of the 'global' setting in the JFBConnect configuration area. Once that's done, it should be possible to add some special code to the redirect to note what caused it (the action), which can then be used to automatically pop-up the same action dialog for the user when the page reloads.
With that said, that's the plan, but I don't have a timeline on when that would be available.
I'll try to think of some more immediate possibilities, but I'm not sure of what might work best without some of the features I mentioned above.
Thanks,
Alex