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For Symfony2 and Doctrine2 it's necessary to change exported file names from .dcm.yml to .orm.yml. We know about this limitation and we will implement automatical file name resolver in one of following versions.
For now, it's necessary to change file-suffix manually for each module or each entity. The recommended way is to change file name format for whole module:
Simply select your module and in ORM property editor choose ".orm" for file-suffix property.
You can also configure file name for each entity manually by editing export-file-name property in entity ORM property editor:
Hope this tips will help you enjoy ORM Designer. If you have any question about this topic, feel free to discus it bellow!