If you are using the binary, just unzip the Zip file
in $ECLIPSE_HOME/plugins.
If you are building from scratch, then things get a bit more
complicated.  (If you know Eclipse better than I, let me know.
I think it should be easier. . .)
Jar up the files that get dumped into the bin directory after
the build, and copy the following directory structure to the 
$ECLIPSE_HOME/plugins directory:
$ECLIPSE_HOME/plugins/net.sourceforge.pmd_0.4.0 (or current version)
  plugin.xml
  pmd-eclipse.jar                               
  lib/pmd-1.02.jar (or most recent version of PMD.)
  icons/pmd-icon-32.gif
  icons/pmd-icon-16.gif
  
Finally, Customize your Development Environment to get the PMD buttons
and Menu options.  
Share and Enjoy!
DDP