Depend what you mean by "building on a slope". If you start a bridge and end up at the same level then you'll create a suspended bridge one level above the ground like normal. If you build a bridge over a gap then you must absolutly end at the same level at the other side of the gap and it will create a normal bridge at the same level than the ground (or lower if you do it lower).
What you can also do is create a bridge from ground level and end it up one level higher on a slope. This mean that it will have a decending slope at one end and a level slope at the other. This is probably what you meant but I'm not sure.
For the American names, you should play with the options before actually starting your new game. If I remember well some options are hard setted at startup (like driving on left... Still wondering why? :blink

and you have to manually change them before starting a new game. Once you start the game you don't have to play with the options again.
Hello: I'd suggest you download the version from this site and try again.