Thanks Julie.
We've just propped an enhancement (which may be one of a few necessary) to the site to address your (very legitimate) issue.
When you click "No Thanks" at the bottom of the /facebookconnect.aspx page (the one that asks you to link the two), it shouldn't ever interrupt your flow through the site, even if you're later logged into Facebook. Can you see if that's true on your end?
(If you change your mind later on, you can visit www.bigoven.com/private/sec/facebook.aspx to change your Facebook settings.)