I just tried to replicate this with Roo 1.1.3 and the create.tagx file is copied into the user project. Have you followed these steps (as per tutorial)?:
Code:
// Spring Roo 1.1.3.RELEASE [rev 4404ffb] log opened at 2011-05-18 12:49:12
project --topLevelPackage com.springsource.roo.pizzashop
persistence setup --provider HIBERNATE --database HYPERSONIC_IN_MEMORY
entity --class ~.domain.Topping --testAutomatically
field string --fieldName name --notNull --sizeMin 2
entity --class ~.domain.Base --testAutomatically
field string --fieldName name --notNull --sizeMin 2
entity --class ~.domain.Pizza --testAutomatically
field string --fieldName name --notNull --sizeMin 2
field number --fieldName price --type java.lang.Float
field set --fieldName toppings --type ~.domain.Topping
field reference --fieldName base --type ~.domain.Base
entity --class ~.domain.PizzaOrder --testAutomatically
field string --fieldName name --notNull --sizeMin 2
field string --fieldName address --sizeMax 30
field number --fieldName total --type java.lang.Float
field date --fieldName deliveryDate --type java.util.Date
field set --fieldName pizzas --type ~.domain.Pizza
controller all --package ~.web