Errors Installing External Libraries (MegaServo, ServoTimer2 , SoftwareServo)

Any ideas what I'm doing wrong here?

For a start, you don't seem to have done any research into the first error on your list:

error: WProgram.h: No such file or directory

The search box at the top right corner of every page is very useful. I recommend giving it a try. As this problem has been posted about every few days since IDE 1.0 was released, there are plenty of responses to help you.

This is from the IDE 1.0 release notes, which presumably you read when you downloaded the IDE:

The WProgram.h file, which provides declarations for the Arduino API,
has been renamed to Arduino.h. To create a library that will work in
both Arduino 0022 and Arduino 1.0, you can use an #ifdef that checks
for the ARDUINO constant, which was 22 and is now 100. For example:

#if defined(ARDUINO) && ARDUINO >= 100
#include "Arduino.h"
#else
#include "WProgram.h"
#endif

BTW: this - Contents\Resources\Java\Libraries - is not the place to put downloaded libraries.