The comb didn't work for us either. After using the over-the-counter stuff from Walgreens (RID, or the generic version) I ended up taking my daughter outside with a spray bottle filled with water, a comb, hair clips, tweezers, and a little bucket filled with 1 part rubbing alcohol plus 5 parts water. I put her hair up in sections and went through each section, about 3 inches across and 1/4 inch thick, and I would pick out the eggs with the tweezers and rinse them in the bucket. I went outside to get sunlight on her hair; it made it much easier to see the eggs than indoor light. And I kept her hair wet with the spray bottle because that made the hair darker; again, easier to see. It took over 2 hours, and she has thin hair, but it worked. I used the 2nd application of the shampoo a couple of days later and never saw those nasty little things again.
If it's possible, put your kids' curtains/pillows/throw rugs in a plastic bag for at least a few months. Steam clean where you can, vacuum a few times where you can't. Good luck!!