'Quick Install':

Update Manager

Go to the update manager (help > Software Updates > Find and Install > Search for new feature to install), add: http://www.fabioz.com/pydev/updates/ (or another of the specified urls) as a 'remote site' and let Eclipse 'finish' it for you.

Zip file

After downloading the zip file, you have to extract it yourself on top of Eclipse. If you choose to do it, just make sure the plugins folder is extracted on top of the Eclipse plugins folder. After that, restart it with the '-clean' flag, to make sure Eclipse finds out about it.

Important: Eclipse must be installed in a path that does not have any spaces.

'Complete Install':

A complete step-by-step on how to install pydev can be found at the Getting Started session of the manual.