I think I was unlucky with BlueJ when I first used it; I had difficulty saving files and they wouldn't compile. It is specifically designed as a beginner's product for training purposes, and I have sometimes found it reluctant even to accept package names.
On Eclipse: r-click the project name, properties,
Java Build Path, external JARs, browse, select, OK OK OK OK etc. Or something like that.
Remember you will have to edit the manifest file to include that .jar in the classpath when you export your finished product as a .jar.