Yep, this happened to me as well. When I clicked on Project->Generate ALX file; nothing happens. No notification, nothing.
But the truth is, the ALX file is just a simple XML file. So, you can actually create it yourself.
Just copy and paste the text below into a file named <appName>.alx; modify the necessary sections,(the most important is the <files> tag) and just use the Desktop Manager to install it.
<loader version="1.0">
<application id="DemoApp">
<name >
DemoApp
</name>
<description >
DemoApp
</description>
<version >
1.2.0
</version>
<vendor >
MyVendor
</vendor>
<copyright >
Copyright (c) 2009 MyCompany
</copyright>
<fileset Java="1.35">
<directory >
</directory>
<files >
DemoApp.cod</files>
</fileset>
</application>
</loader>
Ozan Safi 
Scott said,
April 11, 2009 at 4:31 am
All you need to do is select the project name in the workspace pane right click it then select “Generate ALX File”
Ozan said,
April 12, 2009 at 3:48 pm
I haven’t tried that option; but shouldn’t the “Project->Generate ALX file” option do the exact same thing? And if there is an error, it should report that. I am not currently developing for BlackBerry and don’t have the JDE installed to try what you are suggesting, but I saw this problem on the BlackBerry forums too, so I am not the only one having this problem apparently.
Dominic said,
September 1, 2009 at 6:43 pm
Thanks Scott! That worked for me.
mohammed gouse said,
February 17, 2010 at 3:37 pm
what is the use of alx file ? please send me urgent ?
Ozan Safi said,
February 17, 2010 at 3:43 pm
Hi.
It is “an XML-based BlackBerry application descriptor” and it contains some metadata about the application, the path of the .cod file, company name, application name, etc.
Source: http://developers.sun.com/mobility/midp/articles/blackberrydev/
mohammed gouse said,
February 17, 2010 at 3:50 pm
hi
thanks for helping. Actually i got job as a fresher in J2ME environment. now iam in training in Blackbery Software Development Project. please help me to understand the basic concept of j2ME and Blackberry Software Development Project.
God blesses U and to Your family.
Thanks & Regards:
Mohammed Gouse MCA
+91 9901237022
Bangalore, INDIA.
mohammed gouse said,
February 17, 2010 at 3:52 pm
in future i may ask some questions regarding blackberry development. please help me….! ok that’s fine.
Ozan Safi said,
February 17, 2010 at 3:59 pm
🙂 well, I actually haven’t been developing for BlackBerry for some time now, but sure, if I can help, then I will.
mohammed gouse said,
February 17, 2010 at 4:07 pm
thanks SIR,
how to generate alx file using eclipse galileo IDE ???????
Ozan Safi said,
February 17, 2010 at 4:19 pm
The same. You right click on the project and click on “Generate ALX file” (assuming you’ve installed the plugin)
I haven’t done BlackBerry development on Eclipse though. Can’t help much.
mohammed gouse said,
February 20, 2010 at 8:54 am
Thanks for helping so far……Sir Ozan Safi.
Please can U send me Source code for Login page using blackberry java application. please send me as soon as possible. please…..!
Thanks & Regards:
A Mohammed Gouse MCA
amdgouse@gmail.com
Ozan Safi said,
February 23, 2010 at 12:18 pm
I don’t have a ready-made application for that, I have only developed for BlackBerry for a week, and that was a year ago. At any rate, you should be able to do one yourself, it shouldn’t be hard.
mohammed gouse said,
February 23, 2010 at 5:41 pm
Yes i have done the login page coding successfully
In future if i get any problem then i’ll contact U. ok
thanks
mohammed gouse said,
March 18, 2010 at 5:02 pm
Yes i solved all problems…….!