To download Eclipse, go to
http://www.eclipse.org/downloads/
Download the zipped Eclipse SDK file (over 100 MB).
Unzip it into a folder of your choice (for example C:\Program Files\Eclipse).
Unzipping may take quite a while.
Eclipse does not require other installation:
just create a shortcut to eclipse.exe on your desktop.
Detailed instructions
for configuring and using Eclipse will be available soon.