I have used Eclipse Helios 3.6.1 for Java development. I wanted to start C++ development in the same IDE so I installed Autotools Support For CDT, C/C++ Development
Can you check if you have included the path to Cocos2d-x headers folder in your project properties? If not right click on your project > Properties > C/C++ General > Paths and Symbols > Includes tab > Add > $PATH_TO_YOUR_COCOS2DX/cocos2dx/include where you must replace $PATH_TO_YOUR_COCOS2DX by the actual absolute path to where you downloaded the cocos2dx framework.
PS: You should upgrade your eclipse to Juno as well, Helios is a bit old now :)
Sorry dont download eclipse juno actually. It comes with a new tool for discovery options (huge joke) that results in a lot of "type could not be resolved". Many people have problems with that including myself as you can see there Eclipse Juno's "Preprocessor Include Paths, Macros etc." symbol scanner for CDT It messes all my includes, therefore im going back to indigo.