Can you post your pom file? Or at least the relevant sections? You should have something like the following:
<build>
<pluginManagement>
<plugins>
...snip...
<!-- cobertura code coverage plugin -->
<plugin>
<groupId>org.codehaus.mojo</groupId>
<artifactId>cobertura-maven-plugin</artifactId>
<version>2.2</version>
<configuration>
<formats>
<format>xml</format>
</formats>
</configuration>
</plugin>
<!-- end cobertura code coverage plugin -->
</plugins>
</pluginManagement>
</build>
<reporting>
<plugins>
<plugin>
<groupId>org.codehaus.mojo</groupId>
<artifactId>cobertura-maven-plugin</artifactId>
<version>2.2</version>
<configuration>
<formats>
<format>xml</format>
</formats>
</configuration>
</plugin>
</plugins>
</reporting>
Also, are you following the standard maven directory layout for your source? Where is your pom file with respect to your source files, and what does your directory layout look like?