You need to have the Java EE version of Eclipse installed, and create a Java Web Application, which will allow you to set up a web.xml.
Eclipse JEE which I have installed to set up web projects is:
http://eclipse.org/downloads/packages/eclipse-ide-java-ee-developers/keplerr
Your web.xml will definte your web servlets, which can be JSP's or Java classes that extend a servlet implementation.
This has less to do with your IDE (eclipse) than it does with Java Web Applications.
You should read this documentation for starters from Oracle about web apps, and go from there on setting up an IDE:
http://docs.oracle.com/javaee/1.4/tutorial/doc/WebApp.html
Edit based on user feedback
Import should be to class level:
<%@ page import="fully.qualified.SomeClass" %>
Then from your JSP code:
<%
SomeClass someClass = new SomeClass();
someClass.helloWorld();
%>
Edit 2 based on feedback
Try this link to do using page include: http://www.coderanch.com/t/286168/JSP/java/Calling-Java-classes-JSP-page
Alternative Approach
Add a new class to your web.xml, where you want to send your request/form data to. So your JSP would be 1 servlet, your other java class would be your other servlet.
On your JSP, create a form that has an action of your new "TestProgram" servlet