Go
here, find where it says "JDK 6u1" and follow the links there to download Java 6 (most recent update = 01 at present).
On the page I quoted, you will find installation instructions. Make sure to set your PATH appropriately, preferably permanently. When you open Eclipse you can set it to use any particular version of Java.
BTW: You don't actually have to install Eclipse on Windows. You can simply save it in a folder. Open the folder and double-click the round blue "eclipse" icon. Since Eclipse is an executable "jar," it will run immediately. You can even copy a link from that icon onto your desktop.
[ April 29, 2007: Message edited by: Campbell Ritchie ]