The roland MDX-15/20 does RML1... not gcode. The sherline and other mills do G-code.
There are a few ways to generate Gcode with eagle: PCB-gcode, the Mill script
Copy the Dimension board outline to the Milling layer.
run the pcb-gcode-setup.ulp
important values to check:
Machine: Feedrates, Z Axis
Gcode Style, Select EMC (linuxCNC), or Generic if you not sure.
Accept and make my board, or Accept and then run the pcb-gcode.ulp