Don't try it. Just don't. It's not worth the hassle. Instead, dual-boot or install VMWare server and get a copy of Ubuntu... and use the Cloudera distribution of Hadoop.
But if you want to do it the hard and annoying way:
Vlad Korolev, a PhD student at UMBC has a very useful tutorial on setting up an Hadoop environment on Windows with Eclipse integration.
Personally, even after I got it working, I quickly got sick of having to use Cygwin and gave up on it.