I think if you right click your project in the package explorer there should be a 'properties' item. The properties dialog should have a section called 'build' or something similar. This is where you add libraries to your project under eclipse. You probably want to create a library called 'LWJGL' and add it here configured to point to lwjgl's jars, javadoc, source and native libraries (the native libraries part seems to be where your problem lies). If I remember correctly you can specify separate javadoc, source and native library paths for each jar here (ie lwjgl.jar, jinput.jar, lwjgl_util.jar, etc...) setting these up may make your life a lot easier.
I believe you can also alternatively just throw the native dll's (or so's, or whatever) into the same folder as your compiled jar - but i'm not sure about that and you could run into home path problems if you dbl-click to run your jar. Anyone know for sure?
hope that helps, I can't remember the exact details at the moment - but the general idea is to setup a library pointing to the lwjgl jars + lwjgl native librarys (dlls) and make sure the library is linked with your project.