I had this problem, but there is an easy fix. You need to reference an object on the ngui game object, not the ngui game object (or the ngui script in the project tab). To test, create a new FSM state (empty) and then from the Inspector window, drag the specific object attatched to the ngui game object. a dialog box with an option to Set Property appears. Select this. This adds the property information to a newely created Set Property action.
If you have time, try adding an object to the variable list and look at the options for defining the property. There is a drop-down list of scripts you can reference.