How come I keep getting a message to download canvas_proxy_php but then I have no associated application?

I’m guessing you’re using some kind of a game or website that has a Facebook interface?

This appears to be a known bug with the interface that many games and applications use to plug into Facebook.

If you’re only getting the message when you’re trying to access specific websites/games/etc then I’d suggest contacted the developers so that they are aware of the issue.

If none of that helps, consider trying a different web browser such as Google Chrome: http://www.google.com/chrome