When using remoting you can have three kind of remoting types:
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Server Activated Objects : Stateless - Singlecall
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Server Activated Objects : Stateful - Singleton
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Client Activated Objects : Stateful
When using llblgen and remoting, I would say you should use singecall objects, which would be your manager classes (I assume you use adapter) - these manager classes should derive from MarshalByRefObject, since they are activated on server.
Entity objects however do not need to inherit from MarshalByRefObject, since they are not activated on server, they should implement ISerializable instead, and that is what llblgen objects do.