the text is showing because you have not uploaded the spry assets folder to the server.
a logout button is not created automatically, since it is not known by the wizard which pages should have the logout button, you need to add the logout button to your pages.
I tried accessing the members only/membersonlypage.php page on your site, and it redirected me to the login page, I am not able to access that page, it appears the restriction is working.
as stated in the system requirement for security assist, it is supported in Dreamweaver CS4, and CS5.x. Our policy is to support the currant version of Dreamweaver and one version prior, at this time, we are actually supporting 3 version of dreamweaver when you include CS5 and CS5.5 which are 2 separate releases. We are simply not able to test in CS3, CS4, CS5, and CS5.5 across multiple versions of Windows and Mac OS
