In the same way you run it on the emulator. Go to run configuration from eclipse and then target, if your phone is attached and connected properly, it will show the phone there, select that and run, and probably you have to set the debuggable attribute to true in android manifest.
1. Enable USB Debugging in your phone. Settings -> Applications -> Developer -> USB Debugging 2. Don't mount your USB memory while connected to your PC
3. Check whether you have installed all the necessary drivers in your PC. (If not try using Samsung Kies if you are using a Samsung device)
Note : Don't forget to enable Manual run configuration in your Eclipse ;)