Ever since Facebook changed its design, it seems there are tons of notifications popping up from applications.
And a new design can make it a little confusing on how to disable those notifications from applications like Willy's Sweet Shop or LivingSocial's Top 5 Things. And it seems to never end! And I hear several co-workers complaining about how it's confusing to turn them off.
Then, while the menu is expanded, click on "See All" at the top right of the menu. It'll take you to a page where you can uncheck all the applications you don't want to hear from again.