I've gotten this to work (also with the 5D). The problem I face is that the auto import dialog in Lightroom doesn't have the same options as the normal import. So, the auto import images all have to go to the same folder or you have to change it by hand every time. With normal import, Lightroom can auto name the directory by date and put images in there. It is really annoying for tethered shots to be in a different place than my other images.
I've reported it to Adobe via their feature request form, but it bounced an e-mail to me. I reported the problem with the bounced mail, but never heard anything back. Hopefully they will make the features of auto import and import be the same.