"Haven't created an application yet? Don't worry, it's easy!"
Would totally disagree with this statement. It's an utterly incomprehensible pain in the ass.
You say: "After creating the application, put [our URL] in as the Site URL in the Website section."
Where is the "website section"? In 'Facebook for Websites' I tried putting in our URL in the APP Domains box (the only thing remotely close to a "website section" and all I get is error messages.
So then I took a wild guess and thought you actually meant the "Website with Facebook Login" and that SEEMS to work, but won't know for a while.
Hope you can update your instructions if the issue here is that FB has changed the names for everything because it's extremely difficult for those of us who don't know the FB API inside and out to have any idea what we're supposed to do.
Thanks
http://wordpress.org/extend/plugins/simple-facebook-connect/