I am using Eclipse 3.1 under Mac OS X 10.4.4. I just downloaded MySQL.

I installed MySQL successfully. I am able to create databases and
tables. And I am able to load them and run queries by running mysql.app.

I downloaded mysql-connector-java-3.0.17-ga and I have a .jar file but I
don't know how to tell Eclipse to look for it. Should I move the .jar
file somewhere, or do I have to do something in Eclipse?

Here is the code I copied:
//---------------------------------------
import java.sql.Connection;
import java.sql.DriverManager;
import java.sql.SQLException;
  // Notice, do not import com.mysql.jdbc.*
  // or you will have problems!
public class LoadDriver {
   public static void main(String[] args) {
       try {            // The newInstance() call is a work around for
           //some  
           // broken Java implementations
           Class.forName("com.mysql.jdbc.Driver").newInstance();
       } catch (Exception ex) {
           System.out.print(ex.toString());
       }
   }
}
//_________________________________

I get java.lang.ClassNotFoundException: com.mysql.jdbc.Driver