Comments Plus - How to create Facebook Application

"Setup your Facebook & Twitter Apps (it's easy :slight_smile:" - I don't find it easy at all. In fact, I can't even get past the first step.

"Look for Site URL field in the Website tab and enter your site URL in this field" - Site URL field? Where is this? I don't see anything saying Site URL. I have a page called Applications, with 4 menus: Websites, Apps on Facebook, Mobile Apps, and Examples and Guides. Where *exactly* do I enter my site URL?