Step 2: Get the the application you want to use. Our example here is http://apps.facebook.com/impetusapp/
Step 3: Click on view my profile from your facebook home page. Snapshot below shows where you can find it.
Step 4: Click on the "+" symbol on the tabs.
Step 5: Enter the name of the application you want to add.
Step 6: And voila. We are done :)
