Well, i've tried it with eclipse3.1 and preview release of phpeclipse on php5. As documented, it didn't work.
But I have an all_test.php file like (and all test cases are in the same directory)..
All i have to do is the following: Click right on all_tests.php, choose run, choose PHP Application and fill in the path of the file. Then in the Arguments tab i enter the path of the file (instead of the default working directory). If i hit [Run] i get something like below in my console.. (Ok, most people like the green bar more..)
require_once(FRAMEWORK_EXT . '/simpletest/unit_tester.php');
require_once(FRAMEWORK_EXT . '/simpletest/mock_objects.php');
require_once(FRAMEWORK_EXT . '/simpletest/reporter.php');
$test = &new GroupTest('All file tests');
foreach(glob('test_*.php') as $testfile)
All file tests
Test cases run: 1/1, Passes: 50, Failures: 0, Exceptions: 0