I am facing this issue at Build a Branded Chat - Test Your Chat point. Under Setup - Develop - Sites there are few paragraphs saying "Force.com sites enables you to create public websites and applications that are directly integrated with your Salesforce.com organization—without requiring users to log in with a username and password. You can publicly expose any information stored in your organization through pages that match the look and feel of your company's brand. Use sites to create public community sites to gather customer feedback, branded login and registration pages for your portals, Web forms for capturing leads, and so on.
Because sites are hosted on Force.com servers, there are no data integration issues. And because sites are built on native Visualforce pages, data validation on collected information is performed automatically. You can allow users to access your site through your unique Force.com domain and URL, or you can register your own branded domain or subdomain to redirect to your site.
Create multiple sites that appeal to different audiences and satisfy your company's various business needs. For example, a software company could create one site for new developers, another for customers, and a third for marketing."

What is the issue? Is it a bug? How can I finish my project?