If you would try to run Eclipse now, it would probably fail. This is because there is currently no Java runtime environment installed. Eclipse doesn't come with a runtime environment either. Besides, without SDK you can't compile anything you create. Allright, lets install one then!
Download the J2SE SDK from Sun's website.
There is a file called j2sdk-1_4_2_03-linux-i586-rpm.bin there, which contains an rpm installer in a self-extracting archive.
After accepting the licence agreement you're ready to download the .bin file.