I have just installed Eclipse 3.5 for Java EE developers (\"Galileo\").
I need to add an extra plugin, but when I select the \"Install New Software ...\" menu item,
I ran into the same problem. There seems to be a bug related to the finish button (I am assuming this is the same problem you are experiencing). The way I got around it is by clicking on the finish button (or next, or whichever button is not working for you) and press the 'Enter' key. It's annoying. Seems to be an issue with how Eclipse is integrating with GTK.