Thanks for the advice on how to setup the environment variables centrally. This may be useful for people who have root privileges on their Linux machines. However, someone who does not have root privileges on their Linux machine should follow the instructions in the Gurobi Quick Start manual to set the environment variables via the shell resource file (.bashrc or equivalent).
As for the original question about configuring Eclipse to use Gurobi - I was able to do that about a year ago. I'll post instructions as soon as I can find my notes.
Actually, there is another way with Eclipse. I just tested it with Eclipse 3.4.2 on Ubuntu 10.04. The issue is that if you set the environment values in .bashrc, Eclipse does not utilize these settings when you launch it from Gnome or KDE. However, Eclipse lets you set environment variables from its Run Configurations window. Here are the steps for Eclipse 3.4.2; the specific menu names may be different if you're using a different version of Eclipse.
First, select Run > Run Configurations, then select your Java Application from the list on the left. In the main screen, select the tab marked Environment. Here, you can set the LD_LIBRARY_PATH environment variable to point to the lib subdirectory of Gurobi. You may have to encode the full path to the Gurobi directory since the GUROBI_HOME environment variable may not be pushed to Eclipse.
Remember that no matter how you set LD_LIBRARY_PATH, you may need to update this value when you install a new version of Gurobi.