I've installed the newest Eclipse version (Helios) a couple of weeks ago, but apparently I need an old version because the System Requirements warn me that "There are known issues with the ADT plugin running with Eclipse 3.6. Please stay on 3.5 until further notice."
So let's go to the page with the old Eclipse versions and fetch good old Galileo. Once the zip-file is downloaded, unzip it in a directory such as C:\eclipse-android\ so that you don't interfere with the newer Eclipse installation (used for Java development only).
Now download the Android SDK and unzip it somewhere, for instance C:\android-sdk\. Add the tools subdirectory (C:\android-sdk\tools\) to your PATH environment variable.
Now open Eclipse (Galileo, not Helios), go to Help > Install New Software and click Add. Choose a name, for instance Android Plugin and enter this URL: https://dl-ssl.google.com/android/eclipse/
You should see "Developer Tools" appear in the list of available software; check these tools, click Next a couple of times, accept the licenses, and click Finish. Downloading and installing could take some time. You'll have to restart Eclipse once you're done.
Once started, choose Window > Preferences and select Android. Enter the path of the SDK (C:\android-sdk\).
Now go to Windows > Android SDK and AVD manager and install at least one platform.
Why am I doing all of this? Well, I've read the first 14 pages of Android in Practice and I want to get my hands dirty tomorrow writing a "Hello World" Android app.