Facebook Connect Help

I have a couple questions with Facebook connect I was hoping someone could help me with:
1. The installation instructions say to put the downloaded module in sites/all/modules. Do you really do this. All my other modules are in /modules.
2. What is the correct format for the connect url in the facebook application. The directions specify http://example.com. I have seen help threads saying its http://fbconnect.examples.com. Neither works for me.
3. Do you dump the actual files of the face-book platform into the facebook-client...or do you put the folder?
4. How do you get the facebook connect logo to appear in IE. It shows in firefox, but not IE.

I have been trying to get this module to work for about 24 hours (actual work)...and cant get it. I thought i almost had it but when i went to login, and put my facebook username and password in, i just got a blank screen.

Also when i try to save the config settings under the facebook connect module i get a "can auto autherize application, please make sure you are logged in" I am logged in!!

I would really appreciate some help as i want this to be a part of my site.

Thanks!!