Box2D User data for shapes?

I'm guessing you have things in the wrong places.

You should be able to see this path structure : BlitzMax/mod/bah.mod/box2d.mod/box2d.bmx

If you add -a it will *force* a rebuild of the module too - just in case it thinks there's nothing to do.
If still nothing happens, then things are definitely in the wrong place.