Here goes...
EDIT - Found out this is because I didn't rename my layer, so it defaulted to "Layer 2" in the editor
Easy fix! Might want to change the default name to Layer2 though or something.
Not sure if this is something I did wrong or not, but when I tried to compile my game, I am getting errors in the Map.as file,
public var layerGroup1Layer 2:FlxTilemap;
It is putting a space after the Layer *space* 2:FlxTilemap which is throwing a compile error 
I've updated DAME so this should be fixed now. The exporter should cope with spaces and new maps won't get spaces added by default. DAME should give an auto update prompt the next time you run. If it doesn't, just reinstall...
Is there anything special I need to do to show the box around the text? I can't seem to get it to showup in the game, or is that only for viewing in the editor?
edit - Actually I can't get any shapes to show, just tested a box. Any ideas what could cause them to not show up?
Shapes will need to be rendered by your code - you could try using Flixel's bounding box drawing code. They're there primarily for triggers and such and not as actual visible gameplay objects but if you want to make them visible it's not too difficult. If you're interested, what I actually did in the DAME editor was render a Shape to the bitmap directly. The same goes for paths. Text should render, but you'd need to put in the Font embed calls in your code. Unfortunately I couldn't come up with a good way of doing it in the exporter and it working for ever type of font.
I did some more playing around, but it's really hard to understand it 
This needs some sort of documentation
Try clicking on DAME's main menu bar, then on Help and then Help Contents. It should open up a help page in your browser, but might not bring it in front of any other windows (a flaw in Air development, I think

). In the Help menu there is also a Keyboard Shortcuts link. It will tell you what the main ones are. I really do plan on writing some better documentation soon. What's there is just the basics...
-A Flixel slope class
-Something to change the rotation of objects
You can rotate! Hold down 'R' while you have a sprite or sprites selected, then drag with the left mouse button to rotate. Hold down 'A' while rotating to rotate in 45 degree increments. (Maybe I need a better keyboard shortcut for that?) Hold down Alt to scale. If you also hold 'S' you'll scale uniformly. Check out the Help menu in DAME and Keyboard Shortcuts for all of them. If you've got any good ideas about what might make better shortcuts for some of the options send them my way. I like Alt for scaling, but windows beeps at me whenever I use it

Slopes, though... I won't provide a slope class. There's one
here but it's old and needs porting to the latest flixel. I actually have tried porting it already. I just wasn't happy with how I went about it and want to have another go at some point... I'm struggling to come up with a good way of adapting the Tile Matrix to nicely handle slopes, though. So that may or may not come.
Just a little thing: I'm not satisfied with how the snap to grid works. I think the sprite should snap at the grid tile in which currently is the mouse cursor, and not at the grid tile which has its upper left corner nearest to the mouse cursor. The way it is now make it so that if your cursor is past the (horizontal/vertical) half of a tile, the sprite will snap to the adjacent tile to the right/bottom.
I'll try and fix that one. Yeah, the current snap to grid calculation is kind of weird and slightly unintuitive. Fix will be coming for that soon hopefully.
It's worth saying that I'm not really aiming to provide any code for your engines - Flixel is a great starting point but DAME is meant to simplify editing more than coding

The samples are there using only what Flixel provides as most of the techniques I use in the editor have to be optimized a lot if they were used in a real game - I had to rewrite a few things in the Flixel framework just for that.
Hopefully DAME can inspire you to start doing some really cool things and thanks for all the feedback. Keep on sending it my way!