When I first got the plugin, the facebook icon would say mysite.com/www.facebook.com/mypage ... instead of facebook.com/mypage, after I would just enter in my facebook page. I didn't enter my site either. The plugin itself just put in my site automatically.
But when I tried another theme it works. I don't know if anyone else has had this issue... it doesn't seem so. Could be my version, who knows.
But I just changed to another theme and it works. Thanks!