A set of more detailed steps to install Java, Weka, Eclipse and its plug-in, and Cougarsquared.
(Credit: Mark Paterson)

1) Register for an account at http://www.java.net. After registration, you will receive an email with a link to click on to activate the account. Activate your account.
2) Go to http://cougarsquared.dev.java.net and click on the link that reads "Request project membership/role." Select the role of Observer. NOTE: you do NOT need to be approved as observer to download the Cougar^2 software. You can go immediately to the next step.
3) Download and install Weka from: http://downloads.sourceforge.net/weka/weka-3-5-8jre.exe?modtime=1216212981&big_mirror=0
This takes care of both Java 1.5 and Weka.
4) Download and install Eclipse from http://www.eclipse.org/downloads/download.php?file=/technology/epp/downloads/release/ganymede/R/eclipse-java-ganymede-win32.zip&url=http://mirrors.ibiblio.org/pub/mirrors/eclipse/technology/epp/downloads/release/ganymede/R/eclipse-java-ganymede-win32.zip&mirror_id=187
This is a minimal Eclipse for Java development. There are more versions available at http://www.eclipse.org.download, but nothing fancier seems to be needed.
5) Eclipse comes as a zip file, not as an installer. To start Eclipse, unzip the download, then go into the Eclipse folder and run Eclipse.exe.
6) On the Eclipse menu, choose Help->Software Updates
7) Click on the Available Software tab.
15) Click on Add Site...
16) Enter "http://subclipse.tigris.org/update_1.6.x"
17) Select "http://eclipse.svnkit.com/1.3x/" and "http://subclipse.tigris.org/update_1.6.x".
18) Click Install and restart when told to.
19) When Eclipse restarts, go to Window->Open Perspective->Other and select SVN Repository Exploring
20) Right click in the SVN Repositories panel, then do New->Repository Location
21) Enter https://cougarsquared.dev.java.net/svn/cougarsquared/trunk/core for the URL and click Finish.
22) Eclipse will now verify that the repository exists and is accessible. When asked for a username and password, enter your www.java.net id and password from step 1).
23) You will now see the Cougarsquared repository in the SVN Repositories panel. Right click on it and select Check Out. Eclipse will download the software.