I just revisited the eclipse.org web site, and things seem to have been improved (but I'm not sure when).
There now appears to be a much clearer download pathway for the Eclipse SDK, compared with what I experienced some months ago that prompted me to my earlier posting on this subject.
I have just recorded a brief screencam that shows the entire process and how simple it can be. It demonstrates the downloading and setting up of the latest Eclipse build, which as of today is Eclipse 3.1.
The whole procedure takes only 5 to 10 minutes (the download being the slowest part).
Get the screencam from here: http://notestracker.com/eclipse/Eclipse_animations.htm