Hi. Also a Boston transplant (though a Yankee fan -- from NY originally), and I agree with HeelsSoxHound. Try the Nantucket Cafe in Chapel Hill, they owners are Mass transplants as well, and they serve some pretty passable lobster rolls.
If you are dead set on getting a whole lobster, Bin 54 in Chapel Hill was pretty good. Also Ruth's Chris in Cary was okay, but both places are quite expensive.
Okay, another former Bostonian's opinion here - do NOT settle for Nantucket Cafe. The only lobster roll I had while living in the Triangle was there, and I would've been better off without. Terrible chowder too. If you really want the roll, try to order the lobster and make sure to get the split top buns as well. Otherwise I think you're better off suffering until you make a visit back.
I'm told that the Ruth's Chris lobster is quite good.
if you're looking to buy your own, you may be out of luck for good fresh lobster... I have to disagree with the weave rec. they do some great stuff, but their fish is NOT always as fresh as they'd like you to believe. and, for someone from boston, their chowder is friggin' woeful. tom robinson's is also in carrboro. tom's the only fishmonger around here i respect, but only regularly carries local (ie, nc/sc/ga) stuff, so lobster is out (although he may be able to order it for you for the right price). as far as prepared lobster at a restaurant-- you'd probably be best off checking out a steakhouse... unfortunately, no seafood shacks around here--take it from someone who is also a boston transplant. there's nothing around here that approaches the freshness, simplicity, and quality of most places in boston, due in large part to boston's greater proximity to the ocean. *shrug* that said, and despite what some posters might have you believe, there is some pretty damn good food to be had around here. you are in an absolute hotbed of organic produce and meat--carrboro farmer's market on saturday am and wednesday pm has some righteous righteous stuff. a bit off topic, but welcome to the area! go sox!
I don't know about seafood restaurants, but Weaver St. Market in Carrboro was just serving New England Clam Chowder for lunch & dinner. They also have very fresh seafood: mussels, clams, maryland crab that you can take home & prepare. Call them to see when they have lobster.