しまった ('damn! / oh no!') is a standard exclamation of dismay, from 閉まる/仕舞う. Origins aside, in speech it functions as 'I screwed up'. あわてん坊 ('scatterbrain, klutz') is a noun from 慌てる ('to panic, rush') + the agentive suffix ん坊 (meaning 'one who does X') — similar formations: 食いしん坊 (glutton), 怖がり (scaredy-cat).