Ok, so my bad, it seems like an error slipped in the documentation. I'll correct it.
I assume you are in the current situation:
http://code.google.com/p/counterclockwise/wiki/Documentation#If_you_want_to_use_a_non-Eclipse_project_you_grabbed_from_Git/_,
That is, you have an existing Leiningen project, but it's not yet an Eclipse project (it does not have the eclipse metadata files .project, .classpath etc.).
The first bullet of the relevant doc should be:
- create an eclipse project pointing at your project on the filesystem: file > new > general > project (enter the project name, select the specific location of the project in the filesystem).
It then creates a new eclipse project in your workspace. Then the second bullet of the documentation is ok, guiding you to convert the eclipse project into an eclipse Leiningen project.