In order for Eclipse to see a group of files as a project, at some point an associated Eclipse .project file had to have been created.
With the exception of the ecp_client project, the example projects in the Roku SDK zipfile (not the ones embedded in the BrightScript plugin) do not have the requisite .project file.
On a related side note - if you have already installed the BrightScript plugin, the BrightScript new project wizard has a sub-set of the SDK example projects built-in and they are selectable from the project templates drop-down list.
In any case, if you want to import any of the SDK examples into eclipse from the filesystem, you can do the following:
a) Install the BrightScript plugin
b) Open the BrightScript perspective ( Window->Open Perspective->Other->BrightScript )
c) Create a new Brightscript project using the BrightScript new project wizard ( File->New BrightScript Project ), selecting no project template from the drop-down (assuming you are interested in an example that is not one of the projects in the templates list).
d) Right-click the newly created project in the project explorer window, and select "Import..."
e) Select either the General->Archive File or General->File System
f) Browse the file system to select the .zip file or the directory of the project you want to import.
g) Select the "Overwrite existing resources without warning" dialog option (or select the "Yes To All" if you click the Finish button too soon).
You can safely ignore any build errors during the import (there's a race condition that sometimes causes an erroneous build error on the first automatic build).
Cheers