Since I posted here , this appsecret_proof application has been added to the latest PHP SDK quite recently. Therefore, I assume that your application configuration for appsecret_proof is enabled, but you are not using the latest version of the PHP SDK, so appcesret_proof is not created.
You can check your setting in the application bar> Settings> Advanced> Security.

EDIT: 2013-08-09
Now they have [an official document] [3].
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