Facebook Site URL?

Question

I Recieve this error when I am working with an app I am creating:

Error

You have specified an App Domain but have not specified a Site URL or a Mobile Web URL

yoursite.com must be derived from your Site URL or your Mobile Web URL.

Where do I specify the Site URL? I cannot find it anywhere.

Give detailed instructions as FB can be a pain to find things.

There is supposed to be a website tab, where?

Screenshot:

Answer 1

There is a tab called Website. Just put URL int here. Hope it helps

Updated as of 29/05/2012:

It is now called 'Website with Facebook Login'

Updated as of 17/7/2014:

On Settings > Basic
Click on "Add Platorm"
Then select "Website"
Enter URL(s) in the form that appears