This is a facebook privacy settings problem. Here are the instructions to fix the problem that I got from HTC customer service. Once I turned on platform applications, the notification did not reappear.
"This sounds like you need to enable HTC Sense to access your Facebook account via the Facebook website. To do this, log into your Facebook account from a PC. On the top right of facebook, click account > privacy settings.
Under Applications and Websites on the bottom left, click "edit your settings" for using applications, games, and websites. Under the list of most recently used applications, check for a link that says "turn ON platform applications.". If you have this link, click it then test to see if you can connect with your phone. If you do not have this link, go back one page to privacy settings, and under "Block Lists" select "Edit your lists" of blocked people and applications. If HTC Sense is on the list, click unblock."
