I use Lomboz and eclipse and have no problem.
If the EJB generation doesn't work, i assume that something is wrong in your doclet tags. To see trace and error on EJB generation, i suggest you to do the following :
right click on build.xml file in eclipse. Chosse 'Run ant' in the menu. There you can choose your action (EJB generation). And now, you'll have trace on EJB generation in the console.
Hope this will help you.
PS: To help you in EJBDoclet tags, you can install Doclet assistant with Eclipse.