Hey there,
I have a blue lobster, or yabbie as we call them in Australia, and I keep it with cichlids, green terrors and other agressive/semi agressive fish without problems.
As mentioned previously, they need hiding spots for when they malt, however just as important for the fish to have hiding spots. These guys sleep most the day and come out mostly at night.
When I first got it, it used to pick on my convicts which sleep on the bottom of the tank, until I put lots of drift wood and little pots in my tank so they can hide from him.
Dont worry about the lobster, he/she will be fine, worry about ur fish becoming dinner for it! Especially the slower ones - they are devious, they will sit there motionless for as long as it takes, a fish will get the courage and then .... those claws just come out of nowhere!!!
Polak