Check and see if you installed your JVM with the source option set on. If you did, your JVM directory tree should include a source subdirectory. If it's there, that's what you want to tell Eclipse to look in when it wants source for debugging that descends into the JRE.
Because of intellectual property limitations, most JVMs don't include source for ALL of the JRE classes, however. Most of the really important ones are there, though.
An IDE is no substitute for an Intelligent Developer.