Folks,
thank you all so much for your help. Based on all of your suggestions, I pretty much have it working now. In case it may ever help anyone else, I am going to summarise the problem and solution.
I am trying to do all of my development work (Obj C, Java, C++ for Arduino) on Mac OSX these times, since I love my MBP with Retina so much. However I ran in to some problems with Eclipse, and the AVR Toolchain, so I decided to get it all working on Windows as a baseline.
I have some code in Eclipse, using the "Old" AVR Eclipse plugin (2.4) - (I haven't tried yours yet Jantje, but I will). I compiled the Arduino 1.5.4 Core, for Yun, and some sample code to try. I couldnt get it to load onto the Arduino.
I installed the actual Arduino IDE, and it managed to install code just fine. It turns out that the Arduino IDE has some Java code to open the serial port used for the Arduino Yun (COM6 in my case), set the BAUD rate to 1200bps, and close it again. Now, the odd thing. When it does this, the COM6 virtual port disappears, ( I could see this in the Windows Device Manager) and gets replaced, for a few seconds, by COM7. I guess this is when the Yun 32U4 Bootloader is active.
So, based on a suggestion from Federico, I used the Windows Mode command (Equivalent of STTY in *NIX) to set the baud rate for COM6 to 1200, waited for 1 second, and then tried the AVRDUDE command to upload my code, to COM7 ! Success!
Next step, based on wisdom from noblepepper, is to add this stuff as an external script to eclipse. I am so impressed that you even enumerated the steps for adding an external script to Eclipse for me! If you're ever in Dublin, I'm buying the beer.
So thanks again to each of you. I'm really enjoying the mix of technologies involved with this product, (I've been immersed in iOS Objective C and Java Web Services for the past year.) and if I can manage to give anything back to this community I will certainly do so.
Cheers,
Con