Here’s how it works:
1) When people click on the shorturl on wall post, they are taken to an app apps.facebook.com/thesadappthree/.
2) It asks to click on connect button.
3) Then it posts the same message to your wall.
4) Then it asks you to click on a link to view the saddest pictures.
5) Clicking on the link takes you to another site – smileycentral.com which asks you to download a program from imgfarm.com.
6) I have downloaded the program and scanned it. Many of them detect as Adware, Trojan or Virus.
So, its highly recommended to ignore this application. Report this app to Facebook so that its deleted soon. If you have already opened it, remove the app from your application settings. If you have installed the program, remove it and scan your computer with an anti-virus.