You need to enable USB debugging on the phone itself (by starting the Settings application and selecting Applications > Development > USB Debugging), install the Android USB device driver if you haven’t already (Windows only), and then plug the phone into your computer using the USB cable that came with the phone.
Close the emulator window if it’s already open. As long as the phone is plugged in, Eclipse will load and run applications on the phone instead. You need to right-click the project and select Run As > Android Application.
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In eclipse you go to run->build or if you have build automatically turned on you can go into the projects file structure and just copy the .apk file out of the bin folder. You can put this on the devices SD card and install it from there. No need to do the export unsigned apk thing.