I'm using yt version 3.0.2 (which I see is not quite current) on Debian 7 (wheezy). I tried to pastebin the iPython error traceback, but it failed with a complaint that the MySQL server has 'gone away'. With apologies to the list, here's the traceback:

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-49-3f118016da60> in <module>()
----> 1 p.annotate_particles((4.0,'kpc'))

/usr/local/lib/python2.7/dist-packages/yt/visualization/plot_container.pyc in newfunc(*args, **kwargs)
     68         rv = f(*args, **kwargs)
     69         args[0]._plot_valid = False
---> 70         args[0]._setup_plots()
     71         return rv
     72     return newfunc

/usr/local/lib/python2.7/dist-packages/yt/visualization/plot_window.pyc in _setup_plots(self)
    860                 label.set_fontproperties(fp)
    861
--> 862             self.run_callbacks(f)
    863
    864             if draw_axes is False:

/usr/local/lib/python2.7/dist-packages/yt/visualization/plot_container.pyc in run_callbacks(self, f)
    313             CallbackMaker = callback_registry[name]
    314             callback = CallbackMaker(*args[1:], **kwargs)
--> 315             callback(cbw)
    316         for key in self.frb.keys():
    317             if key not in keys:

/usr/local/lib/python2.7/dist-packages/yt/visualization/plot_modifications.pyc in __call__(self, plot)
   1053         pt = self.ptype
   1054         gg = ( ( reg[pt, field_x] >= x0 ) & ( reg[pt, field_x] <= x1 )
-> 1055            &   ( reg[pt, field_y] >= y0 ) & ( reg[pt, field_y] <= y1 ) )
   1056         if self.minimum_mass is not None:
   1057             gg &= (reg[pt, "particle_mass"] >= self.minimum_mass)

/usr/local/lib/python2.7/dist-packages/yt/data_objects/data_containers.pyc in __getitem__(self, key)
    238                 return self.field_data[f]
    239             else:
--> 240                 self.get_data(f)
    241         # fi.units is the unit expression string. We depend on the registry
    242         # hanging off the dataset to define this unit object.

/usr/local/lib/python2.7/dist-packages/yt/data_objects/data_containers.pyc in get_data(self, fields)
    665
    666         read_particles, gen_particles = self.index._read_particle_fields(
--> 667                                         particles, self, self._current_chunk)
    668         for f, v in read_particles.items():
    669             self.field_data[f] = self.ds.arr(v, input_units = finfos[f].units)

/usr/local/lib/python2.7/dist-packages/yt/geometry/geometry_handler.pyc in _read_particle_fields(self, fields, dobj, chunk)
    232             self._chunk_io(dobj, cache = False),
    233             selector,
--> 234             fields_to_read)
    235         return fields_to_return, fields_to_generate
    236

/usr/local/lib/python2.7/dist-packages/yt/utilities/io_handler.pyc in _read_particle_selection(self, chunks, selector, fields)
    148         # Here, ptype_map means which particles contribute to a given type.
    149         # And ptf is the actual fields from disk to read.
--> 150         psize = self._count_particles_chunks(chunks, ptf, selector)
    151         # Now we allocate
    152         # ptf, remember, is our mapping of what we want to read

/usr/local/lib/python2.7/dist-packages/yt/utilities/io_handler.pyc in _count_particles_chunks(self, chunks, ptf, selector)
    119     def _count_particles_chunks(self, chunks, ptf, selector):
    120         psize = defaultdict(lambda: 0) # COUNT PTYPES ON DISK
--> 121         for ptype, (x, y, z) in self._read_particle_coords(chunks, ptf):
    122             psize[ptype] += selector.count_points(x, y, z, 0.0)
    123         return dict(psize.items())

/usr/local/lib/python2.7/dist-packages/yt/frontends/flash/io.pyc in _read_particle_coords(self, chunks, ptf)
     72                 start = p_ind[g1.id - g1._id_offset]
     73                 end = p_ind[g2.id - g2._id_offset + 1]
---> 74                 x = np.asarray(p_fields[start:end, px], dtype="=f8")
     75                 y = np.asarray(p_fields[start:end, py], dtype="=f8")
     76                 z = np.asarray(p_fields[start:end, pz], dtype="=f8")

/usr/lib/python2.7/dist-packages/h5py/_hl/dataset.pyc in __getitem__(self, args)
    312
    313         # Perform the dataspace selection.
--> 314         selection = sel.select(self.shape, args, dsid=self.id)
    315
    316         if selection.nselect == 0:

/usr/lib/python2.7/dist-packages/h5py/_hl/selections.pyc in select(shape, args, dsid)
     92
     93     sel = SimpleSelection(shape)
---> 94     sel[args]
     95     return sel
     96

/usr/lib/python2.7/dist-packages/h5py/_hl/selections.pyc in __getitem__(self, args)
    259             return self
    260
--> 261         start, count, step, scalar = _handle_simple(self.shape,args)
    262
    263         self._id.select_hyperslab(start, count, step)

/usr/lib/python2.7/dist-packages/h5py/_hl/selections.pyc in _handle_simple(shape, args)
    510     for arg, length in zip(args, shape):
    511         if isinstance(arg, slice):
--> 512             x,y,z = _translate_slice(arg, length)
    513             s = False
    514         else:

/usr/lib/python2.7/dist-packages/h5py/_hl/selections.pyc in _translate_slice(exp, length)
    551         raise ValueError("Step must be >= 1 (got %d)" % step)
    552     if stop == start:
--> 553         raise ValueError("Zero-length selections are not allowed")
    554     if stop < start:
    555         raise ValueError("Reverse-order selections are not allowed")

ValueError: Zero-length selections are not allowed
------------------------------------------------------------------------

Let me know if any other info would be useful.