It’s easy. In the connexion menu (top of the page), use the big blue "Connect with Facebook" button. If you are already logged on facebook, you'll be in! If you are not logged on Facebook, you will have to provide your Facebook login / password. You will then be able change your Ulule information (including password, if you want), or continue to sign in through Facebook Connect whenever you use the site.
Note that Ulule does not store any personal data that you don’t want to give to us. We pay close attention to the confidentiality of your information.