You are missing the destination name from jboss.xml
Don't know anything about Lomboz, this is probably done through XDoclet?
I've managed to deploy MessageBeans to JBoss using Lomboz under Eclipse 3.0 as Adrian suggested the Lomboz plugin misses out the XDoclet see below:
If you add this to your MessageBean and then goto the EJBModule to regenerate the EJB Classes (this will update the xml files), you should be able to deploy your messageBean
i've put this in the mdb and now it works fine.