The visual GUI builder in Eclipse is unfortunately not that good, for some reason people haven't been working on it for the past 3 or 4 years.
There's also another IDE,
NetBeans, which has a very good visual GUI builder. See this for more info:
NetBeans IDE 6.7 Features - Swing GUI Builder
Sun's Java Tutorials are a good set of online tutorials which include a number of tutorials on
how to build Swing GUI apps. There's also a lesson about using NetBeans' GUI builder in there.