when you create a roo project and run flex setup, flex nature is not added you have to go to the command prompt with appropriate project and enter mvn eclipse:eclipse manually.
Ex: C:\Documents and Settings\suresh.paleti\Documents\workspace-sts-2.3.3.M2\rooexample>mvn eclipse: eclipse
then it will start downloading all the jars from the sonatype repository, after it is done go to eclipse and refresh your project.
Still you have to create html template from problem view quick fix (right click on the error in the problem view and recreate html template)
But you still have the urlrewrite error in STS for that just change 3.0 to 3.2
<!DOCTYPE urlrewrite PUBLIC "-//tuckey.org//DTD UrlRewrite 3.2//EN"
when you are done with this refresh the project and all errors will be gone.