This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Eclipse is probably putting your class file in a different directory. For this to work the resource bundle needs to be in the same directory as the class, not the source (.java) file. I would try running it from the command prompt. Do a dir (I'm assuming you're using Windows) in the directory to verify that the class and the resource bundle are both present.