I too am getting an error when trying to compile the example sketch:
In file included from HTTPClient.cpp:3:
HTTPClient.h:31: error: ISO C++ forbids declaration of 'WiFly' with no type
HTTPClient.h:31: error: expected ';' before '*' token
HTTPClient.cpp: In constructor 'HTTPClient::HTTPClient()':
HTTPClient.cpp:8: error: 'wifly' was not declared in this scope
HTTPClient.cpp:8: error: 'WiFly' is not a class or namespace
HTTPClient.cpp: In member function 'int HTTPClient::connect(const char*, const char*, const char*, const char*, int)':
HTTPClient.cpp:47: error: 'wifly' was not declared in this scope
HTTPClient.cpp:55: error: 'wifly' was not declared in this scope