In order for you to log into GoDaddy Bookkeeping through eBay Apps, you need to accept third-party cookies. (This lets the auto-magic communication happen between eBay and GoDaddy Bookkeeping and keeps you from having to login.)
Here are instructions on how to change this setting in some of the more popular browsers. If yours isn't listed I'd suggest searching on Google (or your favorite search engine for instructions).
After you enable the cookies, you can re-start GoDaddy Bookkeeping from your Applications tab in your eBay account.
Firefox 3.6's cookie settings are found under Tools (Preferences, if on Mac) > Options > Privacy. Check the box to "Accept third-party cookies" and click OK.
Go to "Preferences" (if Mac) or "Options" (if Windows) >> Under the Hood >> Privacy >> ContentSettings >> button next to Privacy, and uncheck "Ignore exceptions and block third-party cookies from being set."