When you're angry at something, it's something very specific. I'm angry at my boss for making me work late. I'm angry at my cat for scratching my couch. When you're angry about something, it's a situation that makes you mad for more than one reason or generally the whole situation. I'm angry about my town's taxes. I'm angry about the way people treat homeless people. In this case, I'm angry for a variety of reasons that is either difficult to articulate or not worth articulating.

Sorry, forgot to mention, your second sentence is correct.