Problem connecting the plugin with fan page

I activated the plugin and the Facebook comment box appeared on my website (I got my ID on http://findmyfacebookid.com/). However, I keep getting the “Warning: *URL* is unreachable.” message. According to some guys online, I have to log in to my Facebook account, go to “app” and set the site URL. The problem is, when I log in to my fan page and go to settings/apps I don’t have anything that I could edit there. Do I have to register as a Facebook developer on https://developers.facebook.com/ and click on “Apps” there (when I click on it as my fan page admin it redirects me to my fan page)?

Thank you!

http://wordpress.org/extend/plugins/facebook-comments-plugin/