Be sure to start a 'web' project. If you do, Eclispe will bring all the needed jars into your project and should have no problem compiling. You may need to download the Web Tools Project (WTP) first, if Eclipse isn't offering a 'web' project to you now.
Of course, you could just add the needed jars to the project's properties (Java Build Path). But the WTP is pretty cool in that it sets up your project folders for you like a
J2EE Web App, and creates a web.xml for you, etc.
Hope this helps!