It was not clear to me at first that I needed to set up a facebook app and configure the url. I would suggest adding something like:

Step: Set up Facebook App at http://www.facebook.com/developers/apps.php and specify the Site URL as your drupal site. (In this case your Drupal site is your Facebook app)

Also, I ran into #1074518: CURL PHP Extension so it might be good to note that this is a requirement and it might not work in a local dev environment.