I've gotten this pile of software to work on two xpsp2 machines and one osx10.3.9 box. It ain't easy! However, if you really pay attention to the threads (try nxtasy) and the readme's you can do it.
1. lejosfirmdl DOES NOT EXIST (it is a hold-over from RCX build)|(use lejosdl instead)|(executables are called*.bin NOT *.lej) .
2. You must set classpaths(s) and HOME variable(s) correctly.
3. You must have libusb correctly installed w/ lego drivers and the brick recognized.
4. Windows can just install and run the precompiled tools from cmd.exe (mac and linix/unix must compile, install, and configure libusb and lejosdl:runjava|you need ant and gcc (or some Ccomp) to do this).
5. Don't even bother with eclipse unless you have time to learn the IDE
(use the command line, ant and a text editor).
If you work through the above you can get it to run and get on with building your robot(s)