I've been through the applications settings editor and there is simply no such field as a "Connect URL".
Was the field renamed? Is this one of those error messages that says one thing, but actually is symptomatic of another problem?
How do I get past this point?
The "Connect URL" is simply NOT called the Connect URL. Here's what you have to do...
From the Facebook application editor, under the basic settings tab, find the section that says:
"Select how your app integrates with Facebook"
click on the "Website" and enter your websites url as:
http://www.domain.com/
Next scroll back to the top and where is says:
"App Domain: [?]"
Enter as just:
"domain.com