You should not have to import anything, it should just work - how are you building the project? The R.java (and R.class) files are generated automatically, and part of the package that's listed in AndroidManifest.xml - which in your case should be "com.example.firstandroidproject", not "com.HelloWorld.firstandroidproject".
My package name is as you say it com.example.firstandroidproject;
Im pretty much creating a android virtual device and then attempting to launch it , I have even tried 'cleaning' the project to from the 'project' menu in eclipse.
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