If you can compile like I showed in the last post here is how I got Eclipse working, I really think it is worth the trouble if you write programs, if you just want to compile already working programs it may not be worth the trouble.
Start at step 4 in
http://downloads.openwrt.org/docs/eclipse.pdf, you have already completed the steps before this point.
Install openssh-sftp-server and gdbserver on the Yun
root@Arduino:~# opkg install openssh-sftp-server
Installing openssh-sftp-server (6.1p1-1) to root...
Downloading http://downloads.arduino.cc/openwrtyun/1/packages/openssh-sftp-server_6.1p1-1_ar71xx.ipk.
Configuring openssh-sftp-server.
root@Arduino:~# opkg install gdbserver
Installing gdbserver (6.8a-4) to root...
Downloading http://downloads.arduino.cc/openwrtyun/1/packages/gdbserver_6.8a-4_ar71xx.ipk.
Configuring gdbserver.
In step 5 I used Eclipse IDE for C/C++ Juno from here
https://www.eclipse.org/downloads/packages/release/juno/sr2 and unpacked it in my OpenWrt-yun directory and I put my workspace in OpenWrt-yun/eclipse/workspace.
In step 6 I use this

to create a new project and I get this
is this where you have a problem?If so make sure you did this in step 5:
We have to install additional eclipse packages: enter Menu ? Help ? Install new Software ..
and select in section "Mobile and Device Development" packages "C/C++ GCC Cross Compiler
Support" and "Remote System Explorer End-User Runtime".