According to the beginner guide, to setup the ADT Plugin, one of the procedures is
http://developer.android.com/sdk/eclipse-adt.html#installing
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The Android SDK directory is just the folder you get after uncompressing one of these files:
http://developer.android.com/sdk/index.html
There's no such "SDK installation"... may be, what you installed was the ADT plugin (which does not include the SDK). You have to download one of the ZIP files you find in the link above, uncompress it and boila! you have the SDK Folder.