You'll see Eclipse.app listed but chances are, it's disabled you can't select it.
In the resulting Finder dialog to select an application, navigate to where Eclipse is installed. java file that you'd like to open in Eclipse right-click (or Control+click if that's the way you roll) and select Get Info java files, you can do the same for any other file type as long as your installation of Eclipse has an editor to handle that file type, it should work just fine. java files so that they open in Eclipse upon double-click from Finder. Here is a quick tutorial on utilizing this feature under Mac OS X to associate. This has been a long-standing feature request (one of the oldest requests to ever have been implemented, in fact) and many people are happy to have it. With the 3.6 (aka, Helios) release of Eclipse, there is now support for opening files from the operating system command line or file browser directly into Eclipse.