Just in case it happens to someone else, maybe you will remember...
I have been trying to work through Anthony Swindells "fully loaded" whitepaper and was getting stuck very early in downloading the Callisto components. It kept coming back with
"No features found on the selected site(s). Choose a different site or site category."
With the help of Anthony and Edsel Garcia, I discovered that the problem was that Eclipse was trying to open a directory called eclipse under C:\Documents and Settings\Administrator\Local Settings\Temp , but there was a pre-existing file there called eclipse. This caused an error in the Java code producing this result. Eliminating the file caused it to work normally.