Well after I got my gun back from Kel-Tec it was working fine for a few months.  Until last time I took it to the range it started failing to eject shells.  As soon as it did this i stopped firing it and took it home to inspect it.  Well I was in for quite a surprise, once I got it stripped I noticed the ejector thing on the side of the bolt that holds the round in place was completely missing.  Where it fell off I have no idea but I just had to vent, I have never had this many problems with a gun in my life.

I believe you mean the extractor...not ejector, since the ejector is part of the guide rail.
 
most Blow-back operated firearms will function without an extractor (Some don't even have any). It just makes it impossible to manually extract a round without an extractor. not sure if your extractor broke during shooting, or just wasn't installed correctly, or maybe wasn't installed at all.
 
as mentioned above, call Kel-Tec and they can send you an extractor. Be sure to ask for the extractor spring and extractor axis too (parts # 722, 731, and 384).  You will need a hammer and punch in order to install it.  Or you could send the bolt assembly in and Kel-Tec will install it for you.

Ok now i see why I was having problems installing it, the axis is still intact in the bolt but the extractor broke off.  Can't seem to get the axis pin out so I think I'm gonna have to send it back out to Cocoa.